Job Information
GOLDMAN, SACHS & CO. Risk-Salt Lake City-Liquidity Risk Analytics and Reporting in SALT LAKE CITY, Utah
AandR is responsible for reviewing, publishing, interpreting and communicating the firm's independent and authoritative risk and capital measures, which includes: * Understanding financial and non-financial risk by analyzing risk and capital metrics (e.g. VaR, stress tests, operational resilience, etc.) to evaluate, explain and justify features and emerging trends observed in the Firm's risk data. * Liaising with groups such as Modelers/Strats, Technologists, Trading and Investing businesses, Operations and Controllers to understand and explain observations in risk data. * Document and communicate the firm's latest risk insights and explain in the context of macro and micro market events and the broader industry operating environment. * Follow up-to-date events that impact the financial markets and the firm's operating environment and analyze their impact on the firm's risk exposure. * Develop engaging online content to communicate curated risk insight through interactive dashboard tools. * Enhancing and managing processes that quantify, review, explain and convey insight for risk and capital measurements for a large, diverse set of financial products or activities covering the whole Firm. Either on an activity by activity basis or in aggregate. * This involves developing and utilizing tools and signals to assist understanding risk and capital metrics, at varying levels of aggregation across the Firm, in order to discover insight while ensuring metrics continue to operate in line with intent. * Automation engineering to improve control, reduce operational risks and costs and enhance the Firm's metric timeliness and availability increasing awareness of significant risks * Testing, developing and integrating new/updated workflows and documentation * Providing independent risk and capital metric process consulting for new or existing business activities in the Firm. * Coordinating with firm internal governing bodies such as Risk Committees and executive members of the firm * Interacting with firm external governing bodies such as external regulators and industry bodies Preferred Qualifications: * Experience working in areas of Funding, Treasury or Liquidity Risk management at a financial services organization or a large consulting firm * Delivering risk information through data analytics or building visualizations using SQL, Tableau, Alteryx, Python is desirable * Good understanding of regulatory landscape (e.g., Reg YY, LCR, NSFR, PRA110, ALMM, Recovery/Resolution Plan etc.) and exposure to liquidity risk frameworks related to deposits, unsecured/secured funding, derivatives or prime brokerage Qualifications, Skills and Aptitude Eligible candidates are preferred to have the following skills and aptitude: * Entrepreneurial, creative, self-motivated and team-orientated * Excellent written and verbal communication skills. * Exposure to Liquidity Risk and/or Corporate Treasury data. * Masters or Bachelors degree in a quantitative discipline such as financial engineering, economics, mathematics, physics, econometrics or engineering. * Practical knowledge of mathematics and numerical algorithms, including statistics and time series analysis. * Experience with, or keen interest to develop expertise in, development of risk analytics, interpretation and productivity tools for cultivating insights into risk and capital metric data. * Experience with, or keen interest to develop expertise in, pricing, risk and capital models. * Experience with, or keen interest to develop expertise in, financial markets and economics Opportunities In performing the job function, you will have the following opportunities: * Work in a dynamic and highly creative teamwork and... For full info follow application link.
The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal empl oyment/affirmative action employer Female/Minority/Disability/Vet.