The Core Engineering, Market Risk Analytics, Associate, Dallas

Description

Market Risk Analytics & Reporting (A&R) is a group within Core Engineering in the Risk Division of Goldman Sachs. The group ensures the firms senior leadership investors and regulators have a complete view of the positional market and client activity drivers of the firms market risk profile allowing them to take actionable and timely risk management decisions.

Risk Engineering is a multidisciplinary group of quantitative experts who are the authoritative producers of independent risk & capital metrics for the firm. Risk Engineering is responsible for modeling producing reviewing interpreting explaining and communicating risk & capital metrics and analytics used to ensure the firm adheres to its Risk Appetite and maintains the appropriate amount of Risk Capital. Risk Engineering provides risk & capital metrics analytics and insights to the Chief Risk Officer senior management regulators and other firm stakeholders.

Role Responsibilities

A&R delivers critical regulatory and risk metrics & analytics across risk domains (market credit liquidity operational capital) and firm activities via regular reporting customized risk analysis systematically generated risk reporting and risk tools. This role will focus on Market Risk.

A&R has a unique vantage point in the firms risk data flows that when coupled with a deep understanding of client and market activities allows it to build scalable workflows processes and procedures to deliver actionable risk insights. The following are core responsibilities for A&R:

• Delivering regular and reliable risk metrics analytics & insights based on deep understanding of the firms businesses and its client activities.

• Building robust systematic & efficient workflows processes and procedures around the production of risk analytics for financial & non-financial risk risk capital and regulatory reporting.

• Attesting to the quality timeliness and completeness of the underlying data used to produce these analytics.

Qualifications Skills & Aptitude

Eligible candidates are preferred to have the following:

• Masters or Bachelors degree in a quantitative discipline such as data science mathematics physics econometrics computer science or engineering.
• Entrepreneurial analytically creative self-motivated and team-oriented.
• Excellent written verbal and team-oriented communication skills.
• Working knowledge of the financial industry markets and products and associated non-financial risk.
• Working knowledge of mathematics including statistics time series analysis and numerical algorithms.
• Experience with programming in Python and SQL for extract transform load (ETL) operations and data analysis (including performance optimization). Experience in using languages such as R Java C is beneficial.
• Experience in developing data visualization and business intelligence solutions using tools such as but not limited to Tableau Alteryx PowerBI and front-end technologies and languages.

• 1-5 years of experience preferably in financial regulatory or consulting environment

About Goldman Sachs

At Goldman Sachs we commit our people capital and ideas to help our clients shareholders and the communities we serve to grow. Founded in 1869 we are a leading global investment banking securities and investment management firm. Headquartered in New York we maintain offices around the world.

We believe who you are makes you better at what you do. Were committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has several opportunities to grow professionally and personally from our training and development opportunities and firmwide networks to benefits wellness and personal finance offerings and mindfulness programs. Learn more about our culture benefits and people at committed to finding reasonable accommodation for candidates with special needs or disabilities during our recruiting process. Learn more: Experience:

IC