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Risk Engineering and Liquidity Strategist

1 month ago


London, Greater London, United Kingdom Goldman Sachs Full time

Risk Engineering and Liquidity Management

Risk Engineering and Liquidity Management is a critical component of Goldman Sachs' risk management framework, providing robust metrics, data-driven insights, and effective technologies for risk management. The team is staffed globally with offices in key locations, including London, New York, and Singapore.

Key Responsibilities

  • Develop and implement quantitative measures of liquidity risk using advanced mathematical and statistical approaches
  • Perform quantitative analysis and facilitate understanding 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 liquidity regulatory requirements
  • Communicate complex mathematical concepts with internal and external stakeholders, including risk managers, senior management, and regulators

Requirements

  • Strong quantitative skills with an advanced degree in Mathematics, Physics, Engineering, or other highly quantitative discipline
  • Strong programming skills and experience with object-oriented programming languages, such as Java or C++
  • Strong written and verbal communication skills, with the ability to explain complex quantitative concepts to a non-technical audience
  • Strong analytical and problem-solving skills, using math, statistics, and programming

About Goldman Sachs

At Goldman Sachs, we are committed to helping our clients, shareholders, and communities grow. We believe that diversity and inclusion are essential to our success and strive to create an environment where everyone can thrive. We offer a range of benefits, wellness programs, and opportunities for professional growth and development.