Associate-Intermediate/Vice President, RSK52318MSLRMA



Associate-Intermediate/Vice President with Goldman Sachs & Co. LLC in Salt Lake City, UT

Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)

RESPONSIBILITIES AND QUALIFICATIONS

Duties: Associate-Intermediate/Vice President with Goldman Sachs & Co. LLC in Salt Lake City, UT. Vice President on the regulatory policy team within Corporate Treasury. The team interprets and implements banking regulations primarily related to liquidity risk, conducts risk analyses, develops analytical tools to monitor and manage risks, interacts with key regulators, and develops governance and policies for liquidity risk management. Manage the Firm's regulatory risk, including interpreting and applying regulations and guidance. Develop analytics and transparency tools for regulatory metrics, using Tableau and Excel. Develop analytical frameworks for understanding underlying volatility and drivers of our regulatory metrics and for developing business level analytics and incentive structures for managing liquidity regulatory metrics. Develop consolidated and subsidiary reporting of funding risk, documenting key assumptions and reviewing reporting with senior management on an on-going basis. Conduct risk analyses, enhance governance processes and controls around ensuring the accuracy of detailed regulatory submissions, and enhance the Firm's liquidity risk management policies and procedures. Manage many competing interests and liaising across divisions of the firm to assess regulatory risks of transactions.



Job Requirements: Bachelor's degree (U.S. or foreign equivalent) in Finance, Data Engineering, Business Administration, Finance, or a related field and seven (7) years of experience in the job offered or in a related role OR Master's degree (U.S. or foreign equivalent) in Finance, Data Engineering, Business Administration, Finance, or a related field and five (5) years of experience in the job offered or in a related role. Must have five (5) years of experience applying financial engineering, computer science and statistics skills to the development of analytical models for liquidity risk management. Must have three (3) years of experience with: data analytics and statistical modeling including Moving Averages, Variance Analysis, Regressions, Trend Analysis, and Simulations; data analytics tools including Tableau and Excel/VBA; risk management at a large bank or financial institution, including experience in either liquidity, credit, counterparty, or operational risk; advanced Excel (including experience building macros, writing code in VBAs, executing modules, functions, and Goal Seeker) and Tableau; presenting analyses to senior audiences or regulators. Must have one (1) years of experience with: interpretation of financial legislation and regulations, including Basel standards, the Liquidity Coverage Ratio and the Net Stable Funding Ratio, and Dodd-Frank regulations; working across global teams to assess regulatory risks across jurisdictions.

ABOUT GOLDMAN SACHS

The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.

© The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.


Back to top