Risk, Liquidity Risk Strats, Associate, Singapore

Goldman Sachs Bank AG; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A leading global investment banking firm is seeking an Associate in Quantitative Engineering within the Risk Division. The role involves developing liquidity risk models and requires strong analytical skills and proficiency in programming languages. Candidates should have a relevant degree and experience in software development, with excellent communication skills for both technical and business audiences.

Benefits

Healthcare

Medical Insurance

Vacation Policies

Financial Wellness

Retirement Planning

Health Services

Fitness Centers

Child and Family Care

Qualifications

• Experience in software development and understanding data structures.
• Ability to learn and apply new technologies.

Responsibilities

• Develop liquidity risk models using advanced mathematical techniques.
• Update and maintain risk models in response to business growth.
• Design scalable, efficient systems.

Skills

Analytical Skills

Communication

Mathematics

Statistics

Programming

Education

Postgraduate or Bachelor's degree in Mathematics

Postgraduate or Bachelor's degree in Physics

Postgraduate or Bachelor's degree in Electrical Engineering

Tools

C

C++

Java

Python

Scala

Job description

Opportunity Overview

Corporate Title: Associate

Office Location: Singapore

Job Function: Quantitative Engineering

Division: Risk Division

Risk Division

The Risk division is responsible for credit, market, operational, model, liquidity, and insurance risk across the firm. It develops processes to monitor, assess, and manage risks that could impact the firm, playing a critical role in risk management activities and projects, and coordinating with management and departments.

Risk Engineering

Risk Engineering is a core part of the Risk Division, providing metrics, insights, and technologies for risk management. It has offices worldwide, including Dallas, New York, London, Paris, Bengaluru, and Singapore. The team interacts with various divisions and offers diverse, challenging projects, balancing control with commercial considerations.

Liquidity Risk Strats

Liquidity Risk Strats use engineering and mathematical skills to identify, measure, and model liquidity risk. They analyze risk trends, maintain models, and develop scalable systems, communicating insights effectively. The role involves understanding financial markets and developing quantitative models and architectures.

Role Responsibilities

• Develop liquidity risk models and conduct risk sensitivity analysis using advanced mathematical, statistical, and engineering techniques such as optimization, machine learning, regressions, and visualization.
• Perform detailed analysis on risk trends and drivers.
• Update and maintain risk models in response to business growth and environmental changes.
• Develop and maintain large-scale risk infrastructure using programming languages like C, C++, Java, Python, or Scala.
• Design scalable, efficient systems.
• Communicate results and insights clearly to technical and business audiences.

Qualifications

• Postgraduate or Bachelor's degree in Mathematics, Physics, Electrical Engineering, or related fields.
• Experience in software development, understanding data structures, algorithms, and core programming concepts.
• Strong analytical skills using math, statistics, and programming.
• Ability to learn and apply new technologies.
• Excellent communication skills for global and technical audiences.
• Proficiency in at least one programming language (e.g., C, C++, Java, Python).
• Experience designing scalable, efficient systems.
• Knowledge of financial markets and liquidity risk is a plus.

About Goldman Sachs

Founded in 1869, Goldman Sachs is a leading global investment banking, securities, and investment management firm headquartered in New York, with offices worldwide. We foster diversity and inclusion, offering extensive training, benefits, wellness, and personal development programs. Learn more at GS.com/careers.

We are committed to providing accommodations for candidates with disabilities during recruiting. Details available at: Disability Statement.

Employee Benefits

Our benefits include healthcare, medical insurance, vacation policies, financial wellness, retirement planning, health services, fitness centers, child and family care, and more. Details vary by office location and employee level.