Quantitative Engineer - Risk Strats

Location(s) US-NY-New York
Job ID
2021-78758
Schedule Type
Full Time
Level
Associate, Vice President, Analyst
Function(s)
Quantitative Engineer
Region
Americas
Division
Engineering
Business Unit
Management and Divisional
Employment Type
Employee

MORE ABOUT THIS JOB

ENGINEERING

 

What We Do

At Goldman Sachs, our Engineers don’t just make things – we make things possible.  Change the world by connecting people and capital with ideas.  Solve the most challenging and pressing engineering problems for our clients.  Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action.  Create new businesses, transform finance, and explore a world of opportunity at the speed of markets.

 

Engineering, which is comprised of our Technology Division and global strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions.  Want to push the limit of digital possibilities?  Start here.

 

Who We Look For

Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.

 

IMD Risk is looking for a Strategist to join their small but vital team.  As a Strategist in IMD Risk, you will use your analytical skills, problem solving capabilities, detail-oriented mind-set, and industry knowledge to help manage risk and exposure in our asset management business.  You will work directly with risk professionals, including the Chief Risk Officer, to manage and monitor risk across AMD.  Projects span all the asset classes and products AMD trades in and entails thoughtful interaction with the risk managers, other strategist groups, technology, and senior management

RESPONSIBILITIES AND QUALIFICATIONS

Responsibilities

 

Strategists within IMD Risk will apply both data analytical techniques and business knowledge to develop risk management analytics and tools that will be used to find, manage, and monitor the division’s risk across all AMD’s product types for senior management and Global Risk. 

  • Work with the business users to build and automate severe loss scenarios (SLS), risk models and exploratory monitoring tools
  • Assist in ad hoc risk requests
  • Analyze AMD’s 14mm+ daily positions
  • Analyze AMD’s 110mm+ daily benchmarked positions
  • Analyze AMD’s 20mm+ yearly transactions to provide volume and commission metrics
  • Analyze AMD’s 250mm+ daily risk assets
  • Analyze and model market risk, severe loss scenarios (SLS), and liquidity risks within portfolios with an emphasis on financial instrument characteristics and associated risk metrics
  • Find, examine, absorb, connect, and produce meaningful analyses of the myriad and diverse data sets within and without the firm including account, product, position, transaction, market, volume, and other risk data
  • Expected to become familiar with all of the 60-70 product types invested within all GSAM’s funds and separate accounts
  • Work with the entire technology stack from backend databases, through calculation engines, to frontend reports and web development

 

Basic Qualifications

  • Good analytical skills
  • Ability and desire to learn about all the data and economics of an asset management business
  • Programming and/or math background required
  • Programming skills (preferably Python, Slang, web development) required, (SecDb Graph a plus)
  • Data analytical skills (preferably SQL, SlangQL) required
  • Intelligence, creativity, and problem-solving skills
  • Ability to work independently and in a team environment
  • Communications skills are essential

ABOUT GOLDMAN SACHS

ABOUT GOLDMAN SACHS


At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html



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Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity