At a Glance
- Tasks: Join a dynamic team to develop risk analytics and reporting tools for market risk.
- Company: Goldman Sachs, a leading global investment banking and securities firm.
- Benefits: Competitive salary, health benefits, generous vacation, and professional development opportunities.
- Other info: Diverse and inclusive workplace with excellent career growth potential.
- Why this job: Make an impact in risk management while working with cutting-edge technology and analytics.
- Qualifications: Degree in a quantitative field; programming skills in Python and SQL preferred.
The predicted salary is between 51750 - 63250 £ per year.
Market Risk Analytics & Reporting (A&R) is a group within Risk Engineering in the Risk Division of Goldman Sachs. The group ensures the firm’s senior leadership, investors and regulators have a complete view of the positional, market, and client activity drivers of the firm’s 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.
- Delivering regular and reliable risk metrics, analytics & insights based on deep understanding of the firm’s 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
- 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.
- 2-5 years of experience, preferably in financial, regulatory or consulting environment.
Risk - Software Engineer - Analyst - Birmingham Birmingham · United Kingdom · Analyst employer: Goldman Sachs Bank AG
Goldman Sachs Bank AG is an exceptional employer, offering a dynamic and inclusive work environment that fosters professional growth and development. As a DCM Associate in London, you will have the opportunity to engage in high-stakes financing transactions while building valuable relationships in the private equity market. With a strong emphasis on collaboration and innovation, employees are encouraged to thrive and excel in their careers.
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