Equities - Prime Services Strats - Risk

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Goldman Sachs USA
  • 19 Oct 18

Equities - Prime Services Strats - Risk

Our global team is a fundamental part of the Prime Brokerage and Clearing Services groups under the Prime Services umbrella within the Securities Division. We drive major business decisions and run business critical systems in the following areas: Client Analytics, Securities Lending & Funding, and Risk.

This position focuses on Risk modeling and analysis. Our risk strats together with risk managers are responsible for developing and maintaining stress tests across asset classes and modelling of margin methodology and calculation of margin requirements. These state-of-the art models allow us to offer a wide range of financing solutions and risk-management models to help clients operate reliably in a variety of market conditions. While organized in different teams and locations, we pride ourselves in our teamwork across the globe and teams to find solutions that help our business thrive around the world. Our team members have a wide variety of quantitative academic and cultural backgrounds. This diversity helps us to find innovative solutions for our complex business problems.

Your Impact
If you are looking for a high impact position allowing you to fully leverage your strong quantitative, programming, and communication skills, then our team is the ideal opportunity for you. You will work closely with the global Prime Brokerage risk managers and global Risk Strat team. You will establish and build-on partnerships with colleagues across the Securities Division and the Risk Division. You will enjoy a widely scoped role that rewards multi-tasking, initiative and strong execution. You will not only have a direct impact on key revenue stream in Prime Services business but also have the chance to realize additional revenue opportunities.

As a member of this team, you will be expected to have a deep understanding of equities markets. You will have good knowledge of equities options, futures and interest rates. Key responsibilities will include identifying risk factors underlying various asset classes (Equities/Credit/FX/Rates/Commodities) across various client strategies, calibration of the identified risk factors to incorporate to the risk based margin model, developing models to measure the risk, integrating various risk measures into a unified cross-asset margin model, building and enhancing risk management platforms, developing tools for risk deep dive analysis, and suggesting improvements to existing models.

Who We Look For

Basic Qualifications

  • BS or MS in Computer Science/Physics/Engineering background, including a solid understanding of statistics and probability
  • Programming skills in Python, C++, Java or equivalent language
  • Analytical thinking
  • Ability to work as part of a global team and deliver results quickly
  • Comfortable working on multiple projects
Preferred Qualifications
  • Equities or Fixed Income market and front office experience working with Trading & Sales
  • Strong verbal and written communication skills
  • 3 or more years of programming experience
Who We Are
At Goldman Sachs, our Engineers don't just make things - we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets .

Engineering, which is comprised of our Technology Division and global Strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities? Start here.

ABOUT GOLDMAN SACHS The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.

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