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Goldman Sachs

Compare

3.5

based on 1.2k Reviews

299 Goldman Sachs Jobs

Quantitative Engineering - Vice President - Risk Division

Goldman Sachs

3.5

based on 1.2k Reviews

8-14 years

₹ 10.47 - 100L/yr (AmbitionBox estimate)

Bangalore / Bengaluru

1 vacancy

Quantitative Engineering - Vice President - Risk Division

Goldman Sachs

posted 5hr ago

Job Role Insights

Flexible timing

Key skills for the job

Investment Banking Clinical SAS Programming Analytical Chemistry HTML Risk Management Training and Development

+ 2 more

Job Description

:"Market Risk Strats - Goldman Sachs, Bengaluru

Risk Engineering is part of the Risk Division of Goldman Sachs. This is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide analytical solutions, data-driven insights, robust metrics and effective technologies for risk management. RE is staffed globally with offices in USA, UK, Europe, Bengaluru, Singapore, and Tokyo.

Market Risk Strats group in Risk Engineering is a multidisciplinary group of quantitative experts focusing on market risk and capital models. The group is responsible for designing, implementing and maintaining quantitative measures of market risk such as Value at Risk(VaR), Stress Tests, as well as metrics used to determine the firm s capital requirements.

The responsibilities of Market Risk Strat include:

Develop, implement, and maintain quantitative measures of market risk ( Risk Models ) such as VaR, Stress Test and Capital models in order to assess the market risk of the Firm s businesses.
Work on large datasets to extract useful insights on firm s risks
Evaluate new capital regulations, including the Fundamental Review of the Trading Book (FRTB) and facilitate the understanding of their impact on the Firm s market risk capital.
Coordinate across multiple continents and multiple groups, including traders, strats, technology and controllers to implement the new capital regulations.
Communicate clearly about complex mathematical concepts with internal and external stakeholders such as risk managers, market making businesses, senior management and regulators.
Perform quantitative analysis and facilitate understanding of the market risk for a variety of financial derivatives, including exotic products.
Provide supervision and quantitative / technical guidance to more junior risk management professionals.

In performing the job function, an associate in Market Risk Strat will have the following opportunities:

Broad exposure to pricing, risk and capital models for a variety of financial products
Exposure to challenging quantitative problems such as modeling market risk for derivatives, large scale Monte Carlo simulations of complete portfolios across the firm, and fast approximation of market risk measurements.
Development of quantitative and programming skills as well as product and market knowledge.
Work in a dynamic teamwork environment.

Basic Qualifications:

Bachelors Degree in a relevant field: Mathematics, Finance, Computer Science, Physics, Engineering
Strong quantitative skills and programming skills
Good knowledge of statistics, econometric modeling and probability theory.
Strong written and verbal communication skills - ability to explain complex quantitative concepts to a non-technical audience.

Preferred Qualifications:

Competence in data science, stochastic processes, and advanced mathematics
Experience working with large data sets
Knowledge of more than one financial asset class

ABOUT GOLDMAN SACHS

We believe who you are makes you better at what you do. Were 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.

We re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https: / / www.goldmansachs.com / careers / footer / disability-statement.html

Goldman Sachs is an equal employment/affirmative action employer Female / Minority / Disability / Veteran / Sexual Orientation/Gender Identity

Employment Type: Full Time, Permanent

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What people at Goldman Sachs are saying

3.2

Rating based on 69 Vice President reviews

Anonymous · Engineering - Software & QA in Bangalore / Bengaluru

Likes

Mobility options if you have the generic skillsets and good networking. Office amenities like transportation, seating arrangement. Cultural events, wellness sessions etc.

Dislikes

Everyday office, no work life balance, super critical issues throughout the year, no shutdown, no leadership support, no transparency, no onsite opportunities.