The Goldman Sachs Group
Risk-Salt Lake City-Liquidity Risk Analytics and Reporting
The Goldman Sachs Group, Salt Lake City, Utah, United States, 84193
A&R is responsible for reviewing, publishing, interpreting, and communicating the firm's independent and authoritative risk & capital measures, which includes:
Understanding financial & non-financial risk
by analyzing risk & capital metrics (e.g., VaR, stress tests, operational resilience) to evaluate, explain, and justify features & emerging trends observed in the Firm's risk data.
Liaising with various teams
such as Modelers/Strats, Technologists, Trading & Investing businesses, Operations & Controllers to understand & explain observations in risk data.
Documenting & communicating the firm's latest risk insights
and explaining them in the context of macro and micro market events and the broader industry operating environment.
Monitoring current events
impacting financial markets and the firm's environment and analyzing their impact on risk exposure.
Developing online content
to communicate risk insights through interactive dashboards.
Enhancing processes
that quantify, review, explain, & convey risk & capital insights for various financial products or activities, utilizing tools & signals for understanding risk & capital metrics across the Firm.
Automation engineering
to improve controls, reduce operational risks & costs, and enhance metric timeliness & availability.
Testing and developing workflows
and documentation.
Providing risk & capital process consulting
for new or existing business activities.
Coordinating with internal governing bodies
such as Risk Committees and executives.
Interacting with external regulators and industry bodies .
Preferred Qualifications:
Experience in Funding, Treasury, or Liquidity Risk management in financial services or large consulting firms.
Ability to deliver risk information through data analytics or visualization tools such as SQL, Tableau, Alteryx, Python.
Good understanding of regulatory landscape (e.g., Reg YY, LCR, NSFR, PRA110, ALMM, Recovery/Resolution Plan) and exposure to liquidity risk frameworks.
Qualifications, Skills & Aptitude
Candidates should ideally have:
Entrepreneurial, creative, self-motivated, and team-oriented attitude.
Excellent written and verbal communication skills.
Exposure to Liquidity Risk and/or Corporate Treasury data.
A degree in a quantitative discipline such as financial engineering, economics, mathematics, physics, econometrics, or engineering.
Knowledge of mathematics, numerical algorithms, statistics, and time series analysis.
Interest in developing expertise in risk analytics, pricing, risk, and capital models, and financial markets & economics.
Opportunities:
Work in a dynamic, creative, and collaborative environment.
Exposure to industry-leading data, models, and risk management activities.
Engagement with challenging quantitative problems and large data sets.
Development of quantitative, programming, and financial knowledge.
Interaction with senior management and various groups across the Firm.
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Understanding financial & non-financial risk
by analyzing risk & capital metrics (e.g., VaR, stress tests, operational resilience) to evaluate, explain, and justify features & emerging trends observed in the Firm's risk data.
Liaising with various teams
such as Modelers/Strats, Technologists, Trading & Investing businesses, Operations & Controllers to understand & explain observations in risk data.
Documenting & communicating the firm's latest risk insights
and explaining them in the context of macro and micro market events and the broader industry operating environment.
Monitoring current events
impacting financial markets and the firm's environment and analyzing their impact on risk exposure.
Developing online content
to communicate risk insights through interactive dashboards.
Enhancing processes
that quantify, review, explain, & convey risk & capital insights for various financial products or activities, utilizing tools & signals for understanding risk & capital metrics across the Firm.
Automation engineering
to improve controls, reduce operational risks & costs, and enhance metric timeliness & availability.
Testing and developing workflows
and documentation.
Providing risk & capital process consulting
for new or existing business activities.
Coordinating with internal governing bodies
such as Risk Committees and executives.
Interacting with external regulators and industry bodies .
Preferred Qualifications:
Experience in Funding, Treasury, or Liquidity Risk management in financial services or large consulting firms.
Ability to deliver risk information through data analytics or visualization tools such as SQL, Tableau, Alteryx, Python.
Good understanding of regulatory landscape (e.g., Reg YY, LCR, NSFR, PRA110, ALMM, Recovery/Resolution Plan) and exposure to liquidity risk frameworks.
Qualifications, Skills & Aptitude
Candidates should ideally have:
Entrepreneurial, creative, self-motivated, and team-oriented attitude.
Excellent written and verbal communication skills.
Exposure to Liquidity Risk and/or Corporate Treasury data.
A degree in a quantitative discipline such as financial engineering, economics, mathematics, physics, econometrics, or engineering.
Knowledge of mathematics, numerical algorithms, statistics, and time series analysis.
Interest in developing expertise in risk analytics, pricing, risk, and capital models, and financial markets & economics.
Opportunities:
Work in a dynamic, creative, and collaborative environment.
Exposure to industry-leading data, models, and risk management activities.
Engagement with challenging quantitative problems and large data sets.
Development of quantitative, programming, and financial knowledge.
Interaction with senior management and various groups across the Firm.
#J-18808-Ljbffr