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- Tasks: Develop and maintain quantitative measures of liquidity risk using advanced mathematical approaches.
- Company: Goldman Sachs is a leading global investment banking and securities firm with a commitment to diversity.
- Benefits: Enjoy training opportunities, wellness programs, and a culture that values personal and professional growth.
- Why this job: Join a dynamic team to tackle real-world financial challenges and make an impact in risk management.
- Qualifications: Strong quantitative skills and programming experience required; familiarity with financial markets is a plus.
- Other info: Open to candidates with PhD or post-doctoral experience; diverse backgrounds encouraged.
The predicted salary is between 43200 - 72000 £ per year.
RISK ENGINEERING 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 Dallas, New Jersey, New York, Salt Lake City, London, Warsaw, Bengaluru, Singapore, and Tokyo.
LIQUIDITY AND PRIME RISK STRATS Liquidity and Prime Risk Strats use their engineering and mathematical background to identify and measure risk and to implement quantitative and technical risk modelling solutions. Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. As a part of the team, you will work with our key business partners and understand financial markets to quantify the firm's liquidity risk and key risks in prime brokerage business. You will also focus on developing quantitative models & scalable architecture.
RESPONSIBILITIES AND QUALIFICATIONS Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical/statistical/engineering approaches. Perform quantitative analysis and facilitate understanding of a variety of financial instruments, including secured funding transactions, collateral firm and client inventory, and loans and commitments. Quantify and monitor measures of risk in different areas across the firm, such as prime brokerage, synthetic trading, and repo trading. Work alongside revenue generating functions and corporate treasury to implement the liquidity regulatory requirements. Communicate clearly complex mathematical concepts with internal and external stakeholders such as risk managers, senior management and regulators. Updating and maintaining risk models along with business growth and risk environment changes. Developing and maintaining large scale risk infrastructures/systems in a compiled or scripting language.
QUALIFICATIONS Strong quantitative skills with an advanced degree in Mathematics, Physics, Engineering or other highly quantitative discipline. Strong programming skills and experience with an object oriented programming language (Java, C++ etc.). Strong written and verbal communication skills - ability to explain complex quantitative concepts to a non-technical audience. Strong analytical and problem solving skills using math, statistics, and programming. PhD and/or Post-doctoral academia experience is welcome. Familiarity with financial markets, financial assets and liquidity risk is a plus. Experience working in a quant hedge fund or prime brokerage business is a plus.
Risk Engineering, Liquidity and Prime Risk Strats, London, Associate employer: Goldman Sachs
Contact Detail:
Goldman Sachs Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Risk Engineering, Liquidity and Prime Risk Strats, London, Associate
✨Tip Number 1
Familiarise yourself with the latest trends in liquidity risk management and quantitative modelling. This will not only help you understand the role better but also allow you to engage in informed discussions during interviews.
✨Tip Number 2
Network with professionals in the finance and risk engineering sectors. Attend industry events or webinars where you can meet people from Goldman Sachs or similar firms, as personal connections can often lead to job opportunities.
✨Tip Number 3
Brush up on your programming skills, especially in languages like Java or C++. Being able to demonstrate your technical abilities in a practical setting can set you apart from other candidates.
✨Tip Number 4
Prepare to articulate complex mathematical concepts clearly. Practice explaining your past projects or research in simple terms, as this skill is crucial for communicating with non-technical stakeholders.
We think you need these skills to ace Risk Engineering, Liquidity and Prime Risk Strats, London, Associate
Some tips for your application 🫡
Understand the Role: Before applying, make sure you fully understand the responsibilities and qualifications required for the Risk Engineering position. Familiarise yourself with key concepts in liquidity risk and quantitative analysis to tailor your application effectively.
Highlight Relevant Skills: In your CV and cover letter, emphasise your strong quantitative skills, programming experience, and ability to communicate complex concepts clearly. Mention any relevant academic qualifications or work experience that aligns with the job description.
Craft a Compelling Cover Letter: Write a cover letter that not only showcases your technical abilities but also demonstrates your passion for risk management and financial markets. Use specific examples from your past experiences to illustrate how you meet the qualifications outlined in the job description.
Proofread Your Application: Before submitting your application, carefully proofread all documents for spelling and grammatical errors. A polished application reflects attention to detail, which is crucial in a role that involves complex quantitative analysis.
How to prepare for a job interview at Goldman Sachs
✨Showcase Your Quantitative Skills
Make sure to highlight your strong quantitative skills during the interview. Be prepared to discuss your advanced degree and any relevant projects or research that demonstrate your ability to apply mathematical and statistical methods in real-world scenarios.
✨Demonstrate Programming Proficiency
Since programming is a key part of the role, be ready to talk about your experience with object-oriented programming languages like Java or C++. You might even be asked to solve a coding problem, so brush up on your coding skills beforehand.
✨Communicate Complex Concepts Clearly
You’ll need to explain complex quantitative concepts to non-technical stakeholders. Practice simplifying your explanations and using analogies to make your points clear. This will show your ability to communicate effectively across different audiences.
✨Understand Financial Markets
Familiarise yourself with financial markets and liquidity risk, as this knowledge will be crucial for the role. Be prepared to discuss current trends in the market and how they relate to risk management, which will demonstrate your interest and understanding of the industry.
