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    Goldman Sachs

    Financial Services

    GBM - Public Dept-Bengaluru-Associate-Quantitative Engineering

    Bengaluru, IndiaOn-SiteFull-timePosted 3w ago
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    Job description

    Our Impact

    Resource Management Strats: The Resource Management Strats Group is central to management decisions made by senior business leaders within the Global Markets Division, create actionable strategies to enhance business performance, and drive cross-business initiatives along with the leadership team. The group works across various functions (liquidity management, capital allocation, Fee and Expenses optimization, Counterparty Credit risk management etc.)

    For this position, we are looking for an Analyst or Associate to work in the Resource Management Strats group across the Counterparty Credit Risk & Funding and capital optimization strats teams.

    Counterparty Credit Risk Divisional Strats: For this position, the individual will focus on the development, validation, and implementation of advanced quantitative models used to measure and manage counterparty credit risk across various financial products and asset classes in FICC. The candidate will also perform model calibration, backtesting, stress and scenario analysis to asses model performance and robustness.

    Funding and Capital Optimisation Divisional Strats: For this position, the individual will focus on the optimization of scarce resources (Capital and Liquidity) and should demonstrate strong statistical, quantitative modelling, and programming skills as well as excellent communication, presentation, and interpersonal skills. The current portfolio of projects has a significant impact to the bottom-line of the firm but because of the very bespoke nature of the mandate of the team, there is embedded flexibility to onboard any new ideas with commercial impact.

    How Will You Fulfil Your Potential

    • Create innovative models and calculators to help drive our Capital and Liquidity optimization as well the Counterparty Credit risk management effort across the Global Banking & Markets division with initial exposure to all the businesses in the FICC division.
    • Apply Numerical optimization techniques to the minimization of the firm’s scarce resources (capital, initial margin, contingent liquidity).
    • Develop a deep understanding of regulatory capital, methodology, and model implementation
    • Stay abreast of industry best practices, regulatory changes, and advancements in quantitative finance and risk modelling.
    • Interact with business leaders to explain your findings and drive their implementation

    Skills and experience We Are Looking for

    Basic Qualifications

    • Strong academic background in quantitative fields
    • Computer Science, Applied Mathematics, Physics, Engineering, Statistics
    • Strong programming background in a structured language (e.g. C/C++, Python, Java)
    • Interest in financial markets/products

    Preferred Qualifications

    • Commercial focus, team oriented, self-motivated - Ability to solve problems and to explain the ideas that underly them to clients and colleagues - Excellent writing and verbal communication skills
    • Experience working on a trading desk
    • Exposure to recent regulatory developments (CCAR, Basel III, Balance Sheet, LCR, NSFR)
    • Intellectual curiosity, follow through
    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.
    We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html
    © The Goldman Sachs Group, Inc., 2023. All rights reserved.
    Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.

    Job details are sourced from the employer's original posting.

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    About the company

    Goldman Sachs

    Our team of engineers builds solutions to the most complex problems. We develop cutting-edge systems and processes that form the core of our key business and enable transactions to move in milliseconds. We provide real-time access to critical deal information and crunch billions of data points each day to inform firm-wide market insights and strategies. Team members have the opportunity to work at the forefront of technology innovation alongside industry leaders and make significant contributions to the field.

    View all Goldman Sachs jobs
    Industry
    Financial Services
    Founded
    1869
    Open roles
    1195

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