- New York, NY, USA
- Permanent, Full time
- Goldman Sachs USA
- 15 Jan 19
MORE ABOUT THIS JOB Vice President with Goldman Sachs & Co. LLC in New York, NY.
Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)
RESPONSIBILITIES AND QUALIFICATIONS Duties: Vice President with Goldman Sachs & Co. LLC in New York, NY. Develop portfolio management systems, pricing models, risk models and reports to help the SSG business manage its global investment portfolios. Responsible for macro risk management, including portfolio analysis, empirical analysis and macro risk hedge recommendations for the SSG business. Manage capital through deal structure analysis, regulator capital analysis, and helping deal teams structure investments in a capital-efficient way. Fund the SSG business through an automated ALM SSG funding bond platform. Assess and quantify model risk, which is the risk associated with the choice of models that are used to price exotic derivative transactions. Build and maintain real-time and scalable trading, pricing, risk, inventory management and funding platforms. Build profit and loss (P&L) estimation and risk management platforms, optimize inventory, and build tools for traders and senior management to visualize reports.
Job Requirements: PhD or Master's degree (US or foreign equivalent) in Mathematics, Physics, or a related quantitative field. Must have two (2) years of experience with PhD or five (5) years of experience with Master's degree in the job offered or a related role. Must have two (2) years of experience with PhD or five (5) years of experience with Master's with: applying quantitative and mathematical skills, including regression analysis, hypothesis testing, statistical analysis and backtesting; financial instruments and financial markets, including interest rates, FX, commodities, equities or credit; Object-oriented programming, including writing production codes and solving heavily computational problems; financial engineering, including derivative modeling, option pricing models and numerical methods; capital modelling and analysis; database skills and query language; and documenting and performing on-going monitoring of models and managing relationships with senior managers and regulators/stakeholders.
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.
© The Goldman Sachs Group, Inc., 2019. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.