The Goldman Sachs Group, Inc. is a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and high‐net‐worth individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in London, Frankfurt, Tokyo, Hong Kong, Bengaluru and other major financial centers around the world.
Risk Engineering (“RE”), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven insights, and effective technologies for risk management. RE is staffed globally with offices including New York, Dallas, Salt Lake City, London, Warsaw, Bengaluru, Singapore, and Tokyo. The Market Risk Capital group in RE is a multidisciplinary group of quantitative and analytics experts focusing on market risk and capital measures. The group is primarily responsible for reviewing, publishing, interpreting, and communicating the firm’s independent and authoritative risk and capital measures, with additional responsibilities in developing, implementing, and maintaining a range of models and quantitative tools.

The responsibilities will include:

• Understand financial risk by analyzing pricing, risk and capital model outputs to evaluate, explain and justify features observed in the firm’s market risk data
• Enhance and manage processes that quantify, review, explain and convey insight for risk and capital measures for a large, diverse set of financial products or activities across the firm. This involves developing and maintaining tools to understand risk & capital metrics at varying levels of aggregation across the firm
• Provide quantitative and qualitative risk analysis to estimate financial risk of the firm’s transactions
• Streamline and automate risk analysis and reporting to enhance the firm’s metric accuracy, timeliness, and availability for stakeholders within and outside of the Risk Division
• Develop, test, and integrate new/enhanced workflows and write/maintain corresponding documentation
• Perform anomaly detection on large data sets, investigate root cause, and recommend corrective actions
• Liaise with groups such as Modelers/Strats, Engineers, Controllers, and Business to understand and explain observations in risk data

• Build and maintain a comprehensive set of reports and presentations for market risk capital for reporting to regulators, internal risk committees and senior leadership across Risk, Controllers, and the BusinessCommunicate complex ideas with internal/external stakeholders such as risk managers, market making businesses, technology, and senior management.

SKILLS AND RELEVANT EXPERIENCE

• Preferred Master’s Degree in Business or in a quantitative field such as Mathematics, Statistics, Physics, or Engineering
• Experience with, or keen interest to develop expertise in pricing, risk, and capital models
• Experience with, or keen interest to develop expertise in financial markets & economics
• Experience with, or keen interest to develop expertise in programming and dashboarding skills with languages/tools such as Python and Tableau
• Experience with, or keen interest to develop expertise in development of risk analytics, interpretation & productivity tools for insights into risk & capital metric data
• Excellent written and verbal communication skillsEntrepreneurial, creative, self-motivated, and team-orientated

• Understand financial risk by analyzing pricing, risk and capital model outputs to evaluate, explain and justify features observed in the firm’s market risk data
• Enhance and manage processes that quantify, review, explain and convey insight for risk and capital measures for a large, diverse set of financial products or activities across the firm. This involves developing and maintaining tools to understand risk & capital metrics at varying levels of aggregation across the firm
• Provide quantitative and qualitative risk analysis to estimate financial risk of the firm’s transactions
• Streamline and automate risk analysis and reporting to enhance the firm’s metric accuracy, timeliness, and availability for stakeholders within and outside of the Risk Division
• Develop, test, and integrate new/enhanced workflows and write/maintain corresponding documentation
• Perform anomaly detection on large data sets, investigate root cause, and recommend corrective actions
• Liaise with groups such as Modelers/Strats, Engineers, Controllers, and Business to understand and explain observations in risk data
• Build and maintain a comprehensive set of reports and presentations for market risk capital for reporting to regulators, internal risk committees and senior leadership across Risk, Controllers, and the BusinessCommunicate complex ideas with internal/external stakeholders such as risk managers, market making businesses, technology, and senior management