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Risk Engineering, Liquidity and Prime Risk Strats, London, Associate

Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

RISK ENGINEERINGRisk 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 isstaffed globally with offices including Dallas, New Jersey, New York, Salt Lake City, London, Warsaw, Bengaluru, Singapore, and Tokyo. LIQUIDITY AND PRIME RISK STRATSLiquidity 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 own commercial outcomes,and communicate 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 firms liquidity risk and key risks in prime brokerage business. You will also focus on developingquantitative 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 and commitments
  • 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
  • Communicate clearly complex mathematical concepts with internal and external stakeholders such as risk managers, senior management and regulators.
  • Updating and maintaining risk models along with business growth and risk environment changes
  • Developing and maintaining large scale risk infrastructures/systems in a compiled 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 verbal communication skills - ability to explain complex 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 welcome
  • 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 SACHSAt 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. Were 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 andpersonally, 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. Were committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://careers/footer/disability-statement.html © The Goldman Sachs Group, Inc., 2023. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity

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