Associate-Intermediate-Finance, VP, SEC112116RGFUT
Duties: Associate-Intermediate-Finance, VP with Goldman, Sachs & Co. in New York, NY. Assess portfolio’s market and liquidity risks across a substantial client base and across multiple asset classes in global markets. Provide leverage, margin, shortfall and risk analysis for foreign exchange products (vanilla/exotic options, futures, swaps), equity products (futures, vanilla/exotic options, swaps), credit products (credit default swaps, corporate bonds), interest rate products (swaps, swaptions, government bonds), and commodities products (futures, vanilla/exotic options, swaps). Design, develop and implement new risk platform/methodology that cover stress test, VaR and shortfall measures. Provide risk management solutions to clients in relation to margin financing and leveraged trading. Develop enhanced internal and external quantitative risk reporting, focusing on optimizing portfolio risk/return for the client and providing management with relevant risk and market information. Focus on financial markets impact on client activities and assessing the potential for risk issues to arise. Work directly with clients, sales/trading desk, modelers and credit risk managers on risk profile/issues as well as pitching business to prospective clients with focus on value added risk oversight. Develop relationships with clients, clearinghouse and regulators. Work with sales and capital team to optimize client’s return on equity and identify opportunities for clients to optimize capital allocation.
Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)
Job Requirements: Master’s degree (US or foreign equivalent) in Financial Engineering, Operations Research, Physics, Mathematics or a related field AND five (5) years of experience in the job offered or in financial markets in a numerate and technical role OR Bachelor’s degree (US or foreign equivalent) in Financial Engineering, Operations Research, Physics, Mathematics or a related field AND seven (7) years of experience in the job offered or in financial markets in a numerate and technical role. Prior work experience must include: applying mathematical knowledge of financial instruments pricing, including complex derivatives for day to day risk assessments including futures, vanilla/exotic options and swaps products on commodities, interest rates, credit, foreign exchange and equities assets; utilizing mathematical knowledge on stochastic calculus, probability, statistics, partial differential, volatility models; participating in approval and review process for stress test methodology and new products offering for multi-asset delta one and derivatives products; utilizing knowledge of risk management mechanics including the methodology for defaulting mechanism; utilizing market and credit risk knowledge such as models, practices, standards including the knowledge of Basel rules and capital stress test rules; designing and implementing new as well as improvements to existing statistical risk measures; working with trading desks to continuously improve understanding of market dynamic and liquidity in equity, foreign exchange and fixed income products.
QUALIFIED APPLICANTS: Apply at: https://careers.gs.com. Under ‘Experienced Professionals,’ click on ‘Apply Now.’ If New User, Click on ‘Register Now’. Upon completion, an email with a link will be sent to you. Click or paste link into browser and log-in. On Welcome screen, enter job code into “Keywords:” field and click on “Search”. Click on the job from the results to apply. Complete application tabs, then click ‘Submit’. If already registered, log-in and follow above instructions to submit an application. NO PHONE CALLS PLEASE.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. © The Goldman Sachs Group, Inc., 2015. All rights reserved.
Meet Some of Goldman Sachs's Employees
Private Wealth Advisor
Sabrina is an entrepreneur within Goldman Sachs’ team-driven culture—mobilizing an elite team of wealth management professionals that help high net-worth individuals identify investment solutions including trusts, endowments, and real estate.
Back to top