Liquidity Metrics Quant - Vice President - London

Goldman Sachs; Greater London; Presencial; GBP 120 000 - 160 000; Tempo integral

Resumo da oferta

The Core Engineering at Goldman Sachs builds and operates platforms, data solutions, and models that power critical risk, finance, and compliance processes across the firm. This team, comprising 2,000+ engineers and strats, delivers quantitative capabilities with cloud, AI, and machine learning to enable innovation and efficiency.

Key responsibilities include developing risk models, performing trend analyses, and maintaining large-scale risk infrastructures, using languages such as C/C++, Java,

Qualificações

• Post graduate degree /Bachelor’s degree in Mathematics, Physics, Electrical Engineering or related technical discipline.
• 6+ years experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts.
• Strong analytical and problem solving skills using math, statistics, and programming.
• Demonstrated ability to learn technologies and apply
• Excellent communication skills including experience speaking to technical and business audiences and working globally.
• Strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python)
• Experience in designing highly scalable, efficient systems
• Familiarity with financial markets, financial assets and risk management practices is a plus

Responsabilidades

• Develop risk models and sensitivity analyses using ML, optimization, and statistics.
• Analyze risk trends and drivers in detail.
• Maintain risk models with business growth and changing risk environment.
• Build scalable risk infrastructure and systems with strong programming (C/C++/Java/Python).
• Communicate results and insights from models clearly.

Conhecimentos

Risk modeling

Machine learning

Data analysis

Communication

Learning agility

Problem solving

Formação académica

Mathematics/Physics/Electrical Engineering degree

Ferramentas

C

C++

Java

Python

Scala

Descrição da oferta de emprego

The Core Engineering

The Core Engineering builds and operates the platforms, applications, data solutions, models, and analytics that power critical processes for The Core divisions of the firm (e.g., Risk, responsible for the risk profile of firm activities; Controllers, responsible for the financial control and reporting obligations; Compliance, responsible for the firm’s compliance, regulatory, and reputational risks; Corporate Treasury, responsible for the firm’s liquidity, funding, balance sheet, etc.; and Human Capital Management, responsible for attracting, developing, and managing a global workforce). A centralized engineering structure in support of The Core enables a common platform model and operating framework that promotes consistent governance and scalable solutions, leveraging cloud, AI, and machine learning for innovation and efficiency. The Core Engineering’s 2,000+ engineers and strats deliver engineering, data, analytics, and quantitative capabilities within six business units:

• Metrics & Analytics Platforms: responsible for the measurement and management of the firm’s risk, capital, and liquidity for The Core functions
• The Core Strats: responsible for the development and implementation of models and other quantitative methodologies, including the accuracy and attribution of modeled metrics
• Financials & Reporting: responsible for facilitating the production of the firm’s financials and a wide range of reporting functions
• Non-Financial Risk & Controls: responsible for non-financial risk and control processes
• Enterprise Platforms: responsible for platforms and applications that support critical operational processes across The Core such as payments, people processes, and procurement
• Shared Services: responsible for driving the adoption of consistent engineering strategy, including data platforms, cloud, and AI enablement, as well as the management of technology risk

FUNCTIONALITY DESCRIPTION

• Developing risk models and risk sensitivity analysis that use advanced mathematical/statistical/engineering approaches such as optimization, machine learning, regressions, visualization
• Performing detailed analysis on risk trends and drivers
• Updating and maintaining risk models along with business growth and risk environment changes
• Developing and maintaining large scale risk infrastructures/systems using strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python, Scala)
• Experience in designing highly scalable, efficient systems
• Effectively communicating results and outputs from the model and insights from analysis

QUALIFICATIONS

• Post graduate degree /Bachelor’s degree in Mathematics, Physics, Electrical Engineering or related technical discipline
• 6+ years experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
• Strong analytical and problem solving skills using math, statistics, and programming
• Demonstrated ability to learn technologies and apply
• Excellent communication skills including experience speaking to technical and business audiences and working globally
• Strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python)
• Experience in designing highly scalable, efficient systems
• Familiarity with financial markets, financial assets and risk management practices is a plus

ABOUT GOLDMAN SACHS

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.

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