Global Compliance - Surveillance Analytics Group - Data Software Engineer - Analyst/Associate

The Surveillance analytics group (SAG), within Global Compliance is responsible for helping the firm to manage its reputational and regulatory risk via quantitative modeling and strategic development of surveillance infrastructure. This includes projects such as:

▪Designing, developing, and implementing complex, profile based, surveillances with a strong emphasis on analytical models

▪Developing quantitative solutions for key risks for compliance divisions across the firm ( Global Surveillance, Securities division, Investment Banking, Merchant Banking, Asset Management , and Investment Research )

The group works closely with Compliance Senior Management, Compliance Officers, Business and Technology organizations to define, prioritize and lead various initiatives. Some of the key concepts which the team is and has been working involve:

▪Behavior Modeling

▪Abnormal return analysis

▪Performance analysis, contribution analysis

▪Internal/external transaction analysis

▪Market Manipulation scenarios

▪Transaction analysis, Profit calculations

▪Risk scoring systems

▪Statistical Analysis

▪Text analytics

▪Relationship Modeling

The role involves researching, designing and developing surveillance products. This includes data sourcing, data analysis and application of quantitative and statistical concepts to surveillance design, in strengthening the existing compliance framework. It would require regularly performing analysis of large data sets and application of statistical techniques in behavior modeling and classification.

The role is based in New York. The team is responsible for:

▪End-to-end systems development cycle from requirements analysis, coding, testing, User Acceptance Testing (UAT)

▪Managing specific projects and leading all phases of software development lifecycle (SDLC), including analysis, planning, design, development, testing, implementation and support

▪Design specifications, identify key milestones, and address critical technical issues that may arise

▪Developing technical specifications, high level/detailed design, test and implementation plans from business requirements

▪Understanding the various flows across several data sources and build pipeline to source

▪Effectively understanding compliance key-risks from compliance officers

▪Identifying potential gaps and additional compliance risk scenarios

▪Analyzing, developing, and implementing quantitative solutions

▪Supporting rapid development of surveillance products for compliance users

▪Creating, reviewing, and improving surveillance software products in JAVA

Basic Qualifications▪Knowledge and proficiency in software coding in Java, C, or C++

▪Comfortable with coding, working with large data, and use of statistical software packages

▪Experience and /or comfortable working in Hadoop infrastructure

▪Expertise in signal processing, target detection and tracking algorithms, and threat warning

▪Knowledge of machine learning and cognitive algorithms, and future-thinking developments

▪Ideal candidate to have exposure to quantitative concepts in any/multiple of the below:

▪Quantitative risk management and portfolio theory

▪Econometric modeling and financial analysis

▪Analytics in order and trade flows, high frequency algorithms

▪Knowledge of the financial industry, specially products in equity, fixed income, credit derivatives, and structured products

▪Successful applicants will have degrees (preferably a master’s degree) and backgrounds in one or more relevant disciplines, such as computer science and engineering, applied mathematics, and experience in the financial industry or has a BS in computer science and is working towards obtaining their CFA credential, or have MBA in Finance with an engineering background

Preferred Qualifications▪Experience working as part of a global team

▪Work well in a multi tasking environment and deliver under pressure

▪Ability to communicate effectively with management (verbal and written)

▪Outstanding client service experience

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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