Risk and Liquidity Modeling Professional

3 weeks ago

London, Greater London, United Kingdom Goldman Sachs Full time
Risk Engineering and Quantitative Risk Modeling Expert

At Goldman Sachs, we are seeking a highly skilled Risk Engineering and Quantitative Risk Modeling Expert to join our team. As a member of our Risk Division, you will be responsible for providing robust metrics, data-driven insights, and effective technologies for risk management.

As a Quantitative Risk Modeling Expert, you will use your advanced mathematical and statistical skills to identify and measure risk, and to implement quantitative and technical risk modeling solutions. You will work closely with our key business partners to understand financial markets and to quantify the firm's liquidity risk and key risks in prime brokerage business.

Responsibilities:

  • Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical/statistical/engineering approaches.
  • Perform quantitative analysis and facilitate understanding of a variety of financial instruments, including secured funding transactions, collateral firm and client inventory, and loans and commitments.
  • Quantify and monitor measures of risk in different areas across the firm, such as prime brokerage, synthetic trading, and repo trading.
  • Work alongside revenue generating functions and corporate treasury to implement the liquidity regulatory requirements.
  • Communicate clearly complex mathematical concepts with internal and external stakeholders such as risk managers, senior management, and regulators.
  • Update and maintain risk models along with business growth and risk environment changes.

Requirements:

  • Strong quantitative skills with an advanced degree in Mathematics, Physics, Engineering, or other highly quantitative discipline.
  • Strong programming skills and experience with an object-oriented programming language (Java, C++).
  • Strong written and verbal communication skills – ability to explain complex quantitative concepts to a non-technical audience.
  • Strong analytical and problem-solving skills using math, statistics, and programming.
  • PhD and/or post-doctoral academia experience is welcome.
  • Familiarity with financial markets, financial assets, and liquidity risk is a plus.
  • Experience working in a quant hedge fund or prime brokerage business is a plus.

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