Finance, Risk Management, Liquidity Risk Management and Analysis, Analyst, Salt Lake City
As an analyst in LRMA you will be developing and implementing a liquidity risk framework that will govern all funding and liquidity products and activities Goldman Sachs utilizes on a day-to-day basis. You will have the opportunity to learn about the various firm’s businesses lines through the liquidity lens, as well as understand how a financial firm funds those activities. You will drive change in this fast-paced and growing entrepreneurial team while gaining expansive technical, finance, risk management, and leadership skills. You will be a part of a dynamic team of experts from diverse backgrounds, where your contributions will be highly valued.
Liquidity Risk Management and Analysis (LRMA) is the independent liquidity risk function responsible for risk control and oversight of the firm’s liquidity risk framework. It reports to the Chief Risk Officer of the firm and works closely with many areas of the firm including Corporate Treasury, Securities, Controllers, and Operations. We employ sophisticated data analytics and technology to be on the forefront of market activity and macro events to monitor and assess the firm’s liquidity risk and to protect and commercially manage the firm’s liquidity profile.
- Become an expert of liquidity risk, both theoretically and practically, through understanding the firm’s and industry’s approach to funding and liquidity – Earn experience in managing a dynamic regulatory environment and mitigating liquidity risk – Work closely with the team on a number of projects with regard to firm’s liquidity, with a specific focus on stress testing and liquidity risk measurement – Analyze sources and uses of liquidity on a firmwide and legal entity level, including understanding firm’s businesses and products – Review and challenge the development of liquidity risk measures and stress testing models, entailing building an expertise and comprehensive understanding of existing models, scenarios, evolving regulatory requirements, and expectations – Develop and implement liquidity risk governance policies and procedures, with a focus on liquidity risk stress testing, scenario design, and liquidity risk measurement
Basic Qualifications- Strong academic background, preferably in quantitative fields – Inquisitive nature; Motivated by learning and continuous improvement
- Ability to be proactive and work independently, form own judgment/opinions, provide insights, and drive change – Strong analytical and data analysis skills
- Interpersonal and communication skills
Preferred Qualifications- Preferred technical aptitude and / or experience with programing (C++, R, Java, Slang) and data analysis tools (Tableau, Excel). Coding will not be primary job responsibility though proficiency in reading code and ability to run ad-hoc scenarios may be required
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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