WHAT WE DO

At Goldman Sachs, our Engineers don’t just make things – we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets .
The Controllers division is responsible for financial control and regulatory obligations of the firm. They safeguard the assets of the firm through an independent scrutiny of the financial information and ensure accurate reporting to internal and external consumers. They provide critical metrics and related analysis to the firm’s and divisions’ leadership to navigate the evolving business strategy, including incumbent and strategic initiatives. Controllers play an important role in the changing landscape of the firm, including its new business ventures and acquisitions, and ensure that these new initiatives are in line with the regulatory expectations as well as controlled in terms of their incorporation into the firm
Finance engineers help ensure the firm meets all of its financial control and reporting obligations. Working in small and nimble teams, we build critical and complex software to calculate profit and loss (P&L), independently verify valuations, measure and optimize the firm’s capital, balance sheet and liquidity metrics, and regulatory filings across the globe.

SKLLS AND EXPERIENCE WE ARE LOOKING FOR

• PhD or Master’s candidate in a quantitative field such as mathematics, physics, statistics or engineering
• 1+ years experience in financial modeling
• Excellent command of mathematics, modeling and numerical algorithms. Exposure to machine learning and data science skills, and applications in finance is a plus.
• Strong programming skills and experience with an object oriented programming language (such as C++, Python, or Java)
• Excellent communication skills including experience speaking to technical and business audiences and working globally
• Comfortable with multi-tasking, managing multiple stakeholders and working as part of a teamExperience building pricing and risk models or familiarity with capital, stress testing and resolution planning

• Develop quantitative models in 3 areas
• Independent price verification models that govern key business strategies and decisions related to valuation of products including complex derivatives and hard to value private investments
• Revenue analysis and modelling that governs new activity review, valuation adjustments and sign-off of daily P&L for all market making desks
• Regulatory Capital models for key externally reported capital metrics that play a key role in determining forward-looking business strategies and decisions in an evolving regulatory landscape
• Provide ongoing testing and support for existing models
• Documentation and quality control of models
• Work in a dynamic, fast-paced environment that provides exposure to all areas of Finance
• Build strong relationships with business partners
• Identify opportunities for cross-divisional collaboration and reuse of common solutions
• Provide technical and functional guidance and leadership to junior members on a need basis