Job Description
The Goldman Sachs Group is seeking candidates for the Market Risk Capital – Risk Engineering position in Dallas, where you will analyze financial risks, enhance risk processes, and develop quantitative models and tools to manage risk and capital measures across diverse financial products.
Requirements
- Preferred Master’s Degree in a quantitative field such as Mathematics, Statistics, Physics, or Financial Engineering
- Deep knowledge in statistical modeling, such as regression, time series analysis, machine learning, etc.
- Strong programming skills and experience with languages such as C++, Python, R, Matlab
- Familiar with options and derivatives pricing theories
- Experience with, or keen interest to develop expertise in risk and capital models
- Experience with, or keen interest to develop expertise in financial markets & economics
- Excellent written and verbal communication skills
- Entrepreneurial, creative, self-motivated, and team-oriented
Responsibilities
- Understand financial risk by analyzing pricing, risk and capital model outputs
- Enhance and manage processes that quantify, review, explain and convey insight for risk and capital measures
- Provide quantitative and qualitative risk analysis to estimate financial risk
- Streamline and automate risk analysis and reporting
- Develop, test, and integrate new/enhanced workflows
- Perform anomaly detection on large data sets
- Liaise with groups such as Engineers, Controllers, and Business
- Build and maintain a comprehensive set of reports and presentations for market risk capital
- Communicate complex ideas with stakeholders
