Associate-Intermediate/VP - CMP122816RSG
Duties: Associate-Intermediate/VP with Goldman, Sachs & Co. in Jersey City, NJ. Liaise with the business and compliance officers to understand the key reputational and regulatory risks across numerous financial products traded by the different front office businesses and desks. Analyze patterns of market and transactions data in large quantities. Develop data-driven, complex, mathematical models for surveillance of identified regulatory and reputational risks using tools such as outlier detection and machine learning and implement these mathematical models in code. Test and deploy these models in a production environment. Develop and implement metrics that measure the effectiveness of these controls. Work with other technology and analytics teams; understand some of the tools and techniques and adapt them for the above mentioned purposes. Report the performance of various compliance controls to senior management.
Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)
Position requirements: Master’s degree (U.S. or equivalent) in Computer Science, Financial Engineering, Statistics, Optimization, Operations Research or a related field. Five (5) years of experience in the job offered or in a related finance position. Prior work experience must include: quantitative finance experience which must include derivative valuation and stochastic calculus; Utilizing understanding of market dynamics and micro-structure for financial products and experience in evaluating risks and pricing; Experience with big data frameworks such as Spark & Hadoop map reduce; Writing scripts and prototype models in multiple languages including R, Matlab, and VBA; Undertaking data analysis using Excel and SQL; Using advanced statistics including time series analysis for building financial models; Using data mining and machine learning techniques in a finance or computer science domain; Working with front office traders and strategists to understand business requirements and to translate them into financial models.
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.
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