Technology - Finance and Risk Engineering - Credit Risk Technology - Associate - Salt Lake City
MORE ABOUT THIS JOB
Our team of engineers builds solutions to the most complex problems. We develop cutting-edge systems and processes that form the core of our key business and enable transactions to move in milliseconds. We provide real-time access to critical deal information and crunch billions of data points each day to inform firm-wide market insights and strategies. Team members have the opportunity to work at the forefront of technology innovation alongside industry leaders and make significant contributions to the field.
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.
Credit Risk manages the systems that facilitate the business of Credit Risk Management and Advisory (CRMA), the team that is responsible for sales and counterparty credit risk management and rating agency advisory for investment banking partners. Maintains a scenario stress testing engine that is used in a variety of risk and capital calculations as well as applications to allow for the effective risk management of firm counterparties.
Are you interested in learning about finance, or expanding what you already know into risk management across a broad range of financial instruments, while staying close to your roots as a software engineer?
A role in Finance Engineering in our Credit Risk Technology team offers an exciting opportunity to apply computer science, finance, and mathematics to solve for what the firm requires in efficiently managing counterparty credit risk and regulatory capital.
We are looking to fill an Analyst/Associate level position to develop next-generation counterparty risk management applications and tools that support our Risk Division. Team members work with business users in the modelling and implementation of financial instrument pricing, shock scenario testing, exposure and regulatory capital calculations, multi-dimensional aggregation, and analytics.
RESPONSIBILITIES AND QUALIFICATIONS
HOW YOU WILL FULFILL YOUR POTENTIAL
- Understand, implement, and validate calculations for regulatory capital and counterparty exposures- Analyze risk changes and build analytics around scenario shocks based on results of credit risk models- Adapt platforms and software to increasing regulatory change and scale
SKILLS AND EXPERIENCE WE ARE LOOKING FOR
- Basic Qualifications:
- Bachelors degree or higher in a STEM field, with an interest in finance
- Strong problem solving and analytical thinking skills
- Comfortable with working globally in a dynamic, fast-paced environment including multi-tasking, managing multiple stakeholders and working as part of a team
- Excellent communication skills with the ability to adjust style to the audience
- Can apply an entrepreneurial approach and passion to problem solving and product development
- Preferred Qualifications:
- Knowledge of SecDB/Slang
- Proficient at working with large and complex code bases
- Familiarity with credit risk (or like) concepts
- Knowledge of financial markets and modelling
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.
© The Goldman Sachs Group, Inc., 2017. All rights reservedGoldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.
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