Market Risk Analytics and Reporting Analyst

Goldman Sachs Services Pvt Ltd; Bengaluru; On-site; INR 900,000 - 1,300,000; Full time

Job summary

Goldman Sachs Services Pvt Ltd in Bengaluru seeks an Analyst for the Core Risk, Market Risk Analytics & Reporting (MRA&R) team. You will deliver regulatory and risk metrics across market risk and provide analytics to senior leadership for timely risk decisions.

Applicants should hold a quantitative degree, be proficient in Python and SQL for ETL and analysis, and have experience with data visualization tools such as Tableau, PowerBI or Alteryx. 1–3 years’ experience preferred.

Qualifications

• Masters or Bachelors in a quantitative field such as data science, math, econometrics, CS, or engineering.
• Strong analytical, entrepreneurial, team-oriented, and communicative.
• Experience with Python and SQL for ETL and data analysis.

Responsibilities

• Deliver regular risk metrics and analytics across market risk.
• Build scalable workflows for risk analytics and reporting.
• Ensure quality, timeliness, and completeness of underlying data.

Skills

Python

SQL

ETL

R

Java

C++

Tableau

PowerBI

Alteryx

Data Viz

Statistics

Time Series

Entrepreneurial

Communication

Education

Quantitative degree

Tools

Tableau

PowerBI

Alteryx

Job description

The Core-Risk-Bengaluru-Analyst-Software Engineering 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 vista 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.

• 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.
• Experience in developing data visualization and business intelligence solutions using tools such as, but not limited to, Tableau, Alteryx, PowerBI, and front-end technologies and languages.
• 1-3 years of experience, preferably in financial, regulatory or consulting environment.

Experience Level Entry Level