Finance & Risk Engineering - Risk Engineering - Market Risk Reg Stress Analyst Development Engineer
What We Do
At Goldman Sachs, our Engineers don't just make things - we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets.
Engineering, which is comprised of our Technology Division and global strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities? Start here.
Who We Look For
Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.
In Finance & Risk Engineering, you'll find an exciting confluence of computer science, finance and mathematics being used to solve for what our shareholders would like from us - a high return for the right risk taken.
Manages global market risk by calculating Value-at-Risk (VaR) and Stress Tests. Those measures are used to present an accurate picture of the firmwide risk exposure, thereby
informing the firm's management and trading desks on how the day-to-day movements of the market will impact its balance sheet, and how to protect capital. VaR metrics are sent to the Fed & other global regulators on a regular basis.
A role in Finance Engineering in our Market Risk Technology team, offers an exciting opportunity in the confluence of computer science, finance, and mathematics to solve some of the most complicated and important problems in the firm. Make a significant technological impact by building efficient systems to manage Market Risk exposures, help optimize allocation of regulatory capital and discover new financial efficiencies through implementing smart, adaptive algorithms to optimize computational utilization solving for "Knapsack Problem" type combinatorial efficiencies. Embrace emerging Machine Learning based techniques to analyze billions of date points daily in multi-dimensional aggregation and analytics.
We are looking for an associate level candidate to develop our next-generation market risk management applications, platforms, tools and analytics that support our Risk Division. Our technology team is inseparable from our clients in the risk division, with whom we partner to develop the modelling and implementation of financial instrument pricing and hypothetical scenario calculations for both internal risk management and regulatory driven risk functions.
RESPONSIBILITIES AND QUALIFICATIONS
HOW YOU WILL FULFILL YOUR POTENTIAL
• Use engineering and/or scientific background to identify and measure risk and to implement technical risk management solutions in software
• Partner with our risk managers at every step of requirements gathering for new stress tests of regulatory commitments
• Understand business needs and hone your ability to translate them into a technical design and implementation
• Apply analytics to drive commercial outcomes and communicate with precision and clarity
SKILLS AND EXPERIENCE WE ARE LOOKING FOR
• Bachelors degree in Computer Science, Mathematics, Engineering, or related discipline
• Experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
• Comfortable multi-tasking, managing multiple stakeholders and working as part of a team
• Excellent verbal and written communication skills
• Comfortable working in highly dynamic and rapid development environment
• Interest in financial markets and risk
• minimum 1 year of experience in a software engineering role
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.
Â© The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.
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