RISK ENGINEERING

　　The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm.

　　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. RE is staffed globally with offices including Dallas, New Jersey, New York, Salt Lake City, London, Warsaw, Bengaluru, Singapore, and Tokyo.

　　In Risk Strats, we are a team of quantitative experts charged with managing the firm's liquidity, capital and risk capital, and providing the overall financial control and reporting functions. The team is also responsible for designing, implementing and maintaining quantitative measures of risk such as Value at Risk, Exposure Modelling and also developing Stress Testing framework used to determine the firm's liquidity and capital requirements. The division is ideal for collaborative individuals who have strong ethics and attention to detail.

　　RESPONSIBILITIES AND QUALIFICATIONS

　　The responsibilities of the strategist include:

　　Develop, implement, and maintaining quantitative measures of risk ("Risk Models") such as Value at Risk, Exposure Modelling and stress testing liquidity and capital models in order to assess the risk of the Firm's businesses. Implement models in production using sophisticated software, such as object-oriented computer languages and design tests to ensure the accuracy of implementation. Coordinate across multiple groups, including strategists, technology and controllers to implement the new capital regulations. Work alongside revenue generating functions, controllers and corporate treasury to implement the liquidity regulatory requirements Communicate clearly complex mathematical concepts with internal and external stakeholders such as risk managers, senior management and regulators. Perform quantitative analysis and facilitate understanding of the risk for a variety of financial derivatives, including exotic products. Provide supervision and quantitative / technical guidance to more junior risk management professionals.

　　In performing his/her job function, an Associate in Risk Strats will have the following opportunities:

　　Broad exposure to stress testing, pricing, liquidity and capital models for a variety of financial products Exposure to and development of cutting-edge financial mathematics tools and techniques. Development of pricing and simulation models across asset classes, notably for interest rate, equities, commodities, funding, FX, and credit derivatives. Development of quantitative and programming skills as well as product and market knowledge. Dynamic teamwork environment.

　　Qualifications:

　　Strong quantitative skills with an advanced degree (Ph.D. or Master's with relevant experience) in a quantitative discipline (Engineering, Mathematics, Physics, Statistics, Econometrics etc.) Excellent command of mathematics, modeling and numerical techniques. Good knowledge of statistics, econometric modelling and probability theory. Strong programming skills and experience with an object oriented programming language (Java, C++ etc.). Strong written and verbal communication skills - ability to explain complex quantitative concepts to a non-technical audience