Futures & Clearing Risk Associate – Prime Services (NY)

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

Job summary

The Goldman Sachs Group in New York, NY is seeking an Associate level candidate for the Futures and Clearing Risk team to evaluate market and liquidity risks across multi-asset portfolios on intraday and overnight bases.

The role involves mastering margin methodologies, risk platforms, and collaborating with Sales, Credit, and Tech to enhance risk offerings. Candidates should have strong quantitative skills and derivatives knowledge.

Qualifications

• Strong quantitative and analytical skills; advanced degree preferred.
• Listed derivatives knowledge; commodities markets experience preferred.
• Knowledge of CCPs and their margin methodologies.
• Interest and knowledge of markets; ability to assess macro trends.
• Strong writing, presentation and communication skills.
• Ability to handle multiple projects and deliverables.
• 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.
• Work with key stakeholders to enhance existing risk management platforms and margin offering.
• Validate and support daily risk management reports and margin calls.
• Engage in innovative research tasks for the team and senior management.
• Explain margin methodologies and the risk management process on sales calls with prospective and existing clients.
• Engage with CCPs and advocate for improvements to margin methodologies and
• Work closely with Technology, Strats, Operations, Credit and Sales teams on deployment of enhancements to margin methodology, process and policy.
• Supervise desk analysts and associates and help with training and knowledge transfer.

Skills

Quantitative analysis

Derivatives knowledge

Programming language knowledge

Communication skills

Education

Advanced degree in a quantitative discipline

Tools

SQL

Job description

The Goldman Sachs Group in New York, NY is seeking an Associate level candidate for the Futures and Clearing Risk team to evaluate market and liquidity risks across multi-asset portfolios on intraday and overnight bases.

The role involves mastering margin methodologies, risk platforms, and collaborating with Sales, Credit, and Tech to enhance risk offerings. Candidates should have strong quantitative skills and derivatives knowledge.