Futures & Clearing Risk Associate - Multi-Asset Analytics

Goldman Sachs Group, Inc.; New York (NY); On-site; USD 150,000 - 300,000; Full time

Job summary

Goldman Sachs in New York seeks an Associate on the GBM - Securities, Prime Services Futures and Clearing Risk team to assess and manage market risk of multi-asset portfolios in listed markets, intraday and overnight.

You will master risk-based margin methodologies, support daily margin calls, collaborate with Technology, Operations, Credit and Sales, supervise desk analysts and contribute to margin platform enhancements.

Qualifications

• Advanced degree preferred in a quantitative discipline.
• Strong quantitative and analytical skills.
• Listed derivatives knowledge required; experience in commodities a plus.
• Knowledge of CCPs and margin methodologies.
• Programming knowledge and SQL beneficial.

Responsibilities

• Perform risk analysis and deep dives into global multi-asset portfolios to assess market and liquidity risks.
• Master risk-based margin methodologies and process.
• Master the intraday risk management platform and process.
• Engage with Technology, Strats, Operations, Credit and Sales to deploy margin enhancements.
• Explain margin methodologies on client calls and participate in risk management reporting.

Skills

Quantitative analysis

Derivatives knowledge

CCPs and margin methodologies

Programming

SQL

Communication skills

Education

Advanced degree in quantitative discipline

Tools

Risk management platforms

Job description

Goldman Sachs in New York seeks an Associate on the GBM - Securities, Prime Services Futures and Clearing Risk team to assess and manage market risk of multi-asset portfolios in listed markets, intraday and overnight.

You will master risk-based margin methodologies, support daily margin calls, collaborate with Technology, Operations, Credit and Sales, supervise desk analysts and contribute to margin platform enhancements.