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    Risk Analyst Engineer - London, United Kingdom - Goldman Sachs

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    Full time
    Description
    The Goldman Sachs Group, Inc.

    is a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and high-net-worth individuals.

    Founded in 1869, the firm is headquartered in New York and maintains offices in London, Frankfurt, Tokyo, Hong Kong, Bengaluru and other major financial centers around the world.

    We are currently seeking candidates for Market Risk Capital - Risk Engineering in London.

    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.

    The Market Risk Capital group in RE is a multidisciplinary group of quantitative and analytics experts focusing on market risk and capital measures.

    The group is primarily responsible for reviewing, publishing, interpreting, and communicating the firm's independent and authoritative risk and capital measures, with additional responsibilities in developing, implementing, and maintaining a range of models and quantitative tools.

    Understand financial risk by analyzing pricing, risk and capital model outputs to evaluate, explain and justify features observed in the firm's market risk data

    Enhance and manage processes that quantify, review, explain and convey insight for risk and capital measures for a large, diverse set of financial products or activities across the firm.

    This involves developing and maintaining models and tools to understand risk & capital metrics at varying levels of aggregation across the firm
    Provide quantitative and qualitative risk analysis, to estimate financial risk of the firm's transactions
    Streamline and automate risk analysis and reporting to enhance the firm's metric accuracy, timeliness, and availability for stakeholders within and outside of the Risk Division
    Perform anomaly detection on large data sets, investigate root cause, and recommend corrective actions
    Liaise with groups such as Engineers, Controllers, and Business to understand and explain observations in risk data
    Build and maintain a comprehensive set of reports and presentations for market risk capital for reporting to regulators, internal risk committees and senior leadership across Risk, Controllers, and the Business
    Communicate complex ideas with internal/external stakeholders such as risk managers, market making businesses, technology, and senior management.


    The role is ideal for collaborative individuals who have sound technical skills, financial risk acumen, strong ethics, and attention to detail.

    Whether market risks associated with trading activities or offering analytical insights and engaging with the firm's regulators, the role gives you a holistic experience of being a risk management professional.

    Exposure to industry leading market data, pricing, risk & capital models for all activities that the firm engages in across divisions
    Exposure to challenging quantitative problems such as modeling risks for complex financial products and advanced analysis/approximation techniques for risk measurement
    Exposure to large volumes of data and the tools & techniques to interact with, and make meaningful interpretations from such data
    Engagements in critical internal risk management activities, and report risk metrics/analysis to both internal and external governing bodies
    Work in a dynamic and highly creative team construct and consensus-orientated environment
    Opportunities to collaborate with senior members of the firm and a wide variety of groups across all areas of the firm

    Preferred Master's Degree in a quantitative field such as Mathematics, Statistics, Physics, or Financial Engineering
    Deep knowledge in statistical modeling, such as regression, time series analysis, machine learning etc.
    Strong programming skills and experience with languages, such as C++, Python, R, Matlab
    Experience with, or keen interest to develop expertise in risk, and capital models
    Experience with, or keen interest to develop expertise in financial markets & economics
    Entrepreneurial, creative, self-motivated, and team-orientated


    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'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.

    We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity


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