Job
Description
The Risk division at Goldman Sachs is responsible for managing credit, market, operational, model, liquidity, and insurance risks across the firm. As part of the Risk Division, Risk Engineering (RE) plays a crucial role in providing robust metrics, data-driven insights, and effective technologies for risk management. With offices worldwide, including locations like Dallas, New Jersey, New York, and London, RE is dedicated to developing quantitative and technical risk modeling solutions. As a member of the Liquidity Risk Strats team, you will leverage your engineering and mathematical background to identify, measure, and implement risk management strategies. Successful Strats are known for their analytical mindset, drive to achieve commercial outcomes, and effective communication skills. Your role will involve working closely with key business partners to analyze financial markets, quantify liquidity risk, and develop quantitative models and scalable architecture. **Responsibilities:** - Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical, statistical, and engineering approaches. - Analyze various financial instruments, including secured funding transactions, collateral, and loans, to facilitate risk understanding. - Quantify and monitor risk measures in prime brokerage, synthetic trading, and repo trading areas. - Collaborate with revenue-generating functions and corporate treasury to meet liquidity regulatory requirements. - Communicate complex mathematical concepts clearly with internal and external stakeholders, such as risk managers, senior management, and regulators. - Update and maintain risk models in line with business growth and changes in the risk environment. - Develop and maintain large-scale risk infrastructures/systems using compiled or scripting languages. **Qualifications:** - Minimum of 7 years of experience in the financial industry, preferably in Capital Markets, Risk, or Treasury functions. - Strong quantitative skills with an advanced degree in Mathematics, Physics, Engineering, or a related quantitative discipline. - Proficiency in at least one compiled or scripting language like C, C++, Java, or Python. - Excellent written and verbal communication skills to explain complex quantitative concepts to diverse audiences. - Strong analytical and problem-solving skills utilizing math, statistics, and programming. - Ability to learn new technologies and apply them effectively. - Familiarity with financial markets, assets, and liquidity risk management practices is a plus. Goldman Sachs is a global investment banking, securities, and investment management firm committed to helping clients, shareholders, and communities grow. The firm values diversity and inclusion, offering numerous opportunities for professional and personal growth through training, development programs, and various benefits. Learn more about the firm's culture, benefits, and career opportunities at GS.com/careers. Goldman Sachs is dedicated to providing reasonable accommodations for candidates with special needs or disabilities during the recruitment process. To learn more about the accommodations available, visit: [https://www.goldmansachs.com/careers/footer/disability-statement.html](https://www.goldmansachs.com/careers/footer/disability-statement.html) Copyright The Goldman Sachs Group, Inc. 2023. All rights reserved.,
