The Goldman Sachs Group, Inc. is a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and high‐net‐worth individuals.
Goldman Sachs currently seeking Software Engineer – Risk Division Associate for Market Risk Capital – Risk Engineering.
Job Designation : Software Engineer – Risk Division Associate
Qualification : Master’s Degree
Experience : Freshers / Experienced
Skill Set :
- Strong programming skills and experience with languages, such as C++, Python, R, Matlab.
- Deep knowledge in statistical modeling, such as regression, time series analysis, machine learning etc.
- Familiar with options and derivatives pricing theories.
- Experience with, or keen interest to develop expertise in risk, and capital models.
- Experience with, or keen interest to develop expertise in financial markets & economics.
- Excellent written and verbal communication skills.
- Entrepreneurial, creative, self-motivated, and team-orientated.
Job Description:
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.
- Understand financial risk by analyzing pricing, risk and capital model outputs to evaluate, explain and justify features observed in the firm’s market risk data
- Enhance and manage processes that quantify, review, explain and convey insight for risk and capital measures for a large, diverse set of financial products or activities across the firm. This involves developing and maintaining tools to understand risk & capital metrics at varying levels of aggregation across the firm
- Provide quantitative and qualitative risk analysis, to estimate financial risk of the firm’s transactions
- Streamline and automate risk analysis and reporting to enhance the firm’s metric accuracy, timeliness, and availability for stakeholders within and outside of the Risk Division
- Develop, test, and integrate new/enhanced workflows and write/maintain corresponding documentation
- Perform anomaly detection on large data sets, investigate root cause, and recommend corrective actions
- Liaise with groups such as Modelers/Strats, Engineers, Controllers, and Business to understand and explain observations in risk data
- Build and maintain a comprehensive set of reports and presentations for market risk capital for reporting to regulators, internal risk committees and senior leadership across Risk, Controllers, and the Business
- Communicate complex ideas with internal/external stakeholders such as risk managers, market making businesses, technology, and senior management.
Location : Bengaluru, Karnataka, India
