The Core-Risk-Bengaluru-Analyst-Software Engineering - Goldman Sachs

Market Risk Analytics & Reporting (MRA&R) – Analyst – Bengaluru

Background

Market Risk Analytics & Reporting (A&R) is a group within Risk Engineering in the Risk Division of Goldman Sachs. The group ensures the firm’s senior leadership, investors and regulators have a complete view of the positional, market, and client activity drivers of the firm’s market risk profile allowing them to take actionable and timely risk management decisions.

Risk Engineering is a multidisciplinary group of quantitative experts who are the authoritative producers of independent risk & capital metrics for the firm. Risk Engineering is responsible for modeling, producing, reviewing, interpreting, explaining and communicating risk & capital metrics and analytics used to ensure the firm adheres to its Risk Appetite and maintains the appropriate amount of Risk Capital. Risk Engineering provides risk & capital metrics, analytics and insights to the Chief Risk Officer, senior management, regulators, and other firm stakeholders.

Role Responsibilities

A&R delivers critical regulatory and risk metrics & analytics across risk domains (market, credit, liquidity, operational, capital) and firm activities via regular reporting, customized risk analysis, systematically generated risk reporting and risk tools. This role will focus on Market Risk.

A&R has a unique vantage point in the firm’s risk data flows that, when coupled with a deep understanding of client and market activities, allows it to build scalable workflows, processes and procedures to deliver actionable risk insights. The following are core responsibilities for A&R:

Delivering regular and reliable risk metrics, analytics & insights based on deep understanding of the firm’s businesses and its client activities.

Building robust, systematic & efficient workflows, processes and procedures around the production of risk analytics for financial & non-financial risk, risk capital and regulatory reporting.

Attesting to the quality, timeliness and completeness of the underlying data used to produce these analytics.

Qualifications, Skills & Aptitude

Eligible candidates are preferred to have the following:

• Masters or Bachelors degree in a quantitative discipline such as data science, mathematics, physics, econometrics, computer science or engineering.
• Entrepreneurial, analytically creative, self-motivated and team-oriented.
• Excellent written, verbal and team-oriented communication skills.
• Working knowledge of the financial industry, markets and products and associated non-financial risk.
• Working knowledge of mathematics including statistics, time series analysis and numerical algorithms.
• Experience with programming in Python and SQL for extract transform load (ETL) operations and data analysis (including performance optimization). Experience in using languages such as R, Java, C++ is beneficial.