Goldman Sachs Bank AG
Risk - Dallas - Associate, Quantitative Engineering - 9302573 Dallas · · Associa
Goldman Sachs Bank AG, Dallas, Texas, United States, 75215
Job Duties:
Associate, Quantitative Engineering at Goldman Sachs & Co. LLC in Dallas, Texas. Develop, implement, and document scenarios involving a broad range of economic and financial variables for the firm's businesses. Collaborate with internal stakeholders to analyze user needs from a scenario design perspective, addressing data, model, and implementation issues. Analyze large datasets (structured and unstructured) to build predictive models of market variables relevant to the business. Improve scenarios by leveraging knowledge in financial markets, economics, current events, statistical analysis, and programming. Build and challenge risk models, identify vulnerabilities across market, credit, liquidity risk, and modeling. Maintain technical documentation of risk-model performance testing processes. Job Requirements:
Master’s degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Electrical & Computer Engineering, or related field, with one (1) year of experience in a related role, OR Bachelor’s degree (U.S. or foreign equivalent) in the same fields with two (2) years of experience. Experience must include: C++ or Java; full software development lifecycle; building multi-threaded and multi-process service-oriented enterprise applications within Unix; programming technologies like Spring, Hibernate, RabbitMQ, or Kafka; RDBMS such as Sybase or Oracle; microservices architecture including REST and Spring; and database query languages like SQL or NoSQL technologies such as MongoDB. Additional Benefits:
We offer comprehensive health and welfare programs, including medical, dental, disability, life insurance, and more. Employees enjoy competitive vacation policies, financial wellness and retirement planning support, health services, fitness programs, child and family care services, and other benefits. Read more about our full benefits package on our website.
#J-18808-Ljbffr
Associate, Quantitative Engineering at Goldman Sachs & Co. LLC in Dallas, Texas. Develop, implement, and document scenarios involving a broad range of economic and financial variables for the firm's businesses. Collaborate with internal stakeholders to analyze user needs from a scenario design perspective, addressing data, model, and implementation issues. Analyze large datasets (structured and unstructured) to build predictive models of market variables relevant to the business. Improve scenarios by leveraging knowledge in financial markets, economics, current events, statistical analysis, and programming. Build and challenge risk models, identify vulnerabilities across market, credit, liquidity risk, and modeling. Maintain technical documentation of risk-model performance testing processes. Job Requirements:
Master’s degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Electrical & Computer Engineering, or related field, with one (1) year of experience in a related role, OR Bachelor’s degree (U.S. or foreign equivalent) in the same fields with two (2) years of experience. Experience must include: C++ or Java; full software development lifecycle; building multi-threaded and multi-process service-oriented enterprise applications within Unix; programming technologies like Spring, Hibernate, RabbitMQ, or Kafka; RDBMS such as Sybase or Oracle; microservices architecture including REST and Spring; and database query languages like SQL or NoSQL technologies such as MongoDB. Additional Benefits:
We offer comprehensive health and welfare programs, including medical, dental, disability, life insurance, and more. Employees enjoy competitive vacation policies, financial wellness and retirement planning support, health services, fitness programs, child and family care services, and other benefits. Read more about our full benefits package on our website.
#J-18808-Ljbffr