Finance, Controllers Modeling, Analyst/Associate, London



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. The firm is headquartered in New York and maintains offices in London, Frankfurt, Tokyo, Hong Kong and other major financial centers around the world.

Founded in 1869, Goldman Sachs has long sustained a commitment to hiring and training outstanding leaders. Our business principles are rooted in integrity, a commitment to excellence, innovation and teamwork. These values enable us to execute successfully a business strategy that is focused on extraordinary client service and superior long-term financial performance for our shareholders.

We conduct our business in increasingly complex markets. Our people must continually find new ways to provide access to capital, manage risk and provide investment opportunities for our clients to enable them to realize their goals. We judge ourselves on our ability to help clients anticipate and respond to changing market conditions and to create opportunities that merit the trust they place in us.

We are currently seeking candidates for the Controllers Modeling (CM) group within Finance Division. CM is a multidisciplinary group of quantitative experts focusing on independent price verification, regulatory capital measurement and stress tests architecture. The group is primarily responsible for modeling and quantifying market risk and market risk capital pertaining to the three areas mentioned.

RESPONSIBILITIES AND QUALIFICATIONS

RESPONSIBILITIES

The responsibilities of the associates would include:

  • Developing price verification, capital or stress test models. Models must capture the economic and statistical properties of the underlying market risk factors. An Analyst/Associate will analyze the quality and availability of data inputs to the models, and will design them accordingly.
  • Providing ongoing testing and support for existing models.
  • Documentation and quality control of models.
  • Performing exotic structure pricing analyses.


OPPORTUNITIES

In performing this job function an Analyst/Associate will have the following opportunities:

  • Broad exposure to pricing and calibration models for a variety of products
  • Exposure to challenging quantitative problems such as modeling risks for derivatives, large scale Monte-Carlo simulations of complete portfolios across the firm, fast and accurate approximate market risk measurements.
  • Development of quantitative and programming skills as well as product and market knowledge.
  • Opportunities to work with product controllers in various areas of the firm.
  • Dynamic team work environment.


QUALIFICATIONS

  • PhD or Master's candidate in a quantitative field such as mathematics, physics, statistics or engineering.
  • Excellent command of mathematics, modeling and numerical algorithms. Good knowledge of statistics and time series analysis is a definite plus.
  • Strong programming skills and experience with an object oriented programming language (Java, Python ok, C++ preferred).
  • Strong written and verbal communication skills.
  • Self-motivated team player


ABOUT GOLDMAN SACHS

© The Goldman Sachs Group, Inc., 2019. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.


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