Goldman Sachs Bank AG
Liquidity Risk , Quantitative Engineering, Vice President (Dallas, TX) Dallas ·
Goldman Sachs Bank AG, Dallas, Texas, United States, 75215
Quantitative Engineering, Liquidity Risk, Vice President, Dallas, TX location_on Dallas, Texas, United States
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 RISK STRATS
Liquidityand PrimeRisk 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. You will also focus on developing quantitative models & scalable architecture. RESPONSIBILITIES
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
At least 7 years of prior 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 other highly quantitative discipline Strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python) 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 Demonstrated ability to learn technologies and apply Familiarity with financial markets, financial assets and liquidity risk management practices is a plus ABOUT GOLDMAN SACHS
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We\'re committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers. Healthcare & Medical Insurance We offer a wide range of health and welfare programs that vary depending on office location. These generally include medical, dental, short-term disability, long-term disability, life, accidental death, labor accident and business travel accident insurance. We offer competitive vacation policies based on employee level and office location. We promote time off from work to recharge by providing generous vacation entitlements and a minimum of three weeks expected vacation usage each year. Financial Wellness & Retirement We assist employees in saving and planning for retirement, offer financial support for higher education, and provide a number of benefits to help employees prepare for the unexpected. We offer live financial education and content on a variety of topics to address the spectrum of employees’ priorities. Health Services We offer a medical advocacy service for employees and family members facing critical health situations, and counseling and referral services through the Employee Assistance Program (EAP). We provide Global Medical, Security and Travel Assistance and a Workplace Ergonomics Program. We also offer state-of-the-art on-site health centers in certain offices. Fitness To encourage employees to live a healthy and active lifestyle, some of our offices feature on-site fitness centers. For eligible employees we typically reimburse fees paid for a fitness club membership or activity (up to a pre-approved amount). Child Care & Family Care We offer on-site child care centers that provide full-time and emergency back-up care, as well as mother and baby rooms and homework rooms. In every office, we provide advice and counseling services, expectant parent resources and transitional programs for parents returning from parental leave. Adoption, surrogacy, egg donation and egg retrieval stipends are also available. Benefits at Goldman Sachs Read more about the full suite of class-leading benefits our firm has to offer.
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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 RISK STRATS
Liquidityand PrimeRisk 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. You will also focus on developing quantitative models & scalable architecture. RESPONSIBILITIES
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
At least 7 years of prior 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 other highly quantitative discipline Strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python) 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 Demonstrated ability to learn technologies and apply Familiarity with financial markets, financial assets and liquidity risk management practices is a plus ABOUT GOLDMAN SACHS
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We\'re committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers. Healthcare & Medical Insurance We offer a wide range of health and welfare programs that vary depending on office location. These generally include medical, dental, short-term disability, long-term disability, life, accidental death, labor accident and business travel accident insurance. We offer competitive vacation policies based on employee level and office location. We promote time off from work to recharge by providing generous vacation entitlements and a minimum of three weeks expected vacation usage each year. Financial Wellness & Retirement We assist employees in saving and planning for retirement, offer financial support for higher education, and provide a number of benefits to help employees prepare for the unexpected. We offer live financial education and content on a variety of topics to address the spectrum of employees’ priorities. Health Services We offer a medical advocacy service for employees and family members facing critical health situations, and counseling and referral services through the Employee Assistance Program (EAP). We provide Global Medical, Security and Travel Assistance and a Workplace Ergonomics Program. We also offer state-of-the-art on-site health centers in certain offices. Fitness To encourage employees to live a healthy and active lifestyle, some of our offices feature on-site fitness centers. For eligible employees we typically reimburse fees paid for a fitness club membership or activity (up to a pre-approved amount). Child Care & Family Care We offer on-site child care centers that provide full-time and emergency back-up care, as well as mother and baby rooms and homework rooms. In every office, we provide advice and counseling services, expectant parent resources and transitional programs for parents returning from parental leave. Adoption, surrogacy, egg donation and egg retrieval stipends are also available. Benefits at Goldman Sachs Read more about the full suite of class-leading benefits our firm has to offer.
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