Risk Engineering, Liquidity And Prime Risk Strats, London, Associate in London

Risk Engineering, Liquidity and Prime Risk Strats, London, Associate RISK ENGINEERING
Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven insights, and effective technologies for risk management. RE is staffed globally with offices including Dallas, New Jersey, New York, Salt Lake City, London, Warsaw, Bengaluru, Singapore, and Tokyo.
LIQUIDITY AND PRIME RISK STRATS
Liquidity and Prime Risk Strats use their engineering and mathematical background to identify and measure risk and to implement quantitative and technical risk modelling solutions. Successful Strats are highly analytical, driven to ownmercial oues, andmunicate with precision and clarity. As a part of the team, you will work with our key business partners and understand financial markets to quantify the firm's liquidity risk and key risks in prime brokerage business. You will also focus on developing quantitative models & scalable architecture.
RESPONSIBILITIES AND QUALIFICATIONS

Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical/statistical/engineering approaches

Perform quantitative analysis and facilitate understanding of a variety of financial instruments, including secured funding transactions, collateral firm and client inventory, and loans andmitments

Quantify and monitor measures of risk in different areas across the firm, such as prime brokerage, synthetic trading, and repo trading

Work alongside revenue generating functions and corporate treasury to implement the liquidity regulatory requirements

Updating and maintaining risk models along with business growth and risk environment changes

Developing and maintaining large scale risk infrastructures/systems in apiled or scripting language

QUALIFICATIONS

Strong quantitative skills with an advanced degree in Mathematics, Physics, Engineering or other highly quantitative discipline

Strong programming skills and experience with an object oriented programming language (Java, C++ etc.).

Strong written and verbalmunication skills - ability to explainplex quantitative concepts to a non-technical audience

Strong analytical and problem solving skills using math, statistics, and programming

PhD and/or Post-doctoral academia experience is wee

Familiarity with financial markets, financial assets and liquidity risk is a plus

Experience working in a quant hedge fund or prime brokerage business is a plus

ABOUT GOLDMAN SACHS

At Goldman Sachs, wemit our people, capital and ideas to help our clients, shareholders and themunities 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'remitted 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/careers.

We'remitted to finding reasonable amodations for candidates with special needs or disabilities during our recruiting process. Learn more: //goldmansachs/careers/footer/

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

Job ID 300006122095384