Join the Risk division at Goldman Sachs, a team dedicated to managing credit, market, and operational risk, alongside model risk and independent liquidity risk. This role is perfect for individuals who thrive in collaborative environments, possess strong ethical principles, and maintain meticulous attention to detail. Your contributions will directly impact the firm's success by assessing counterparty creditworthiness, monitoring trading risks, and providing vital analytical and regulatory support.

We are a leading global investment banking, securities, and investment management firm committed to growing our clients, shareholders, and communities. Founded in 1869 and headquartered in New York, Goldman Sachs operates worldwide, believing that diversity in our workforce enhances our capabilities.

As part of Risk Analytics and Reporting, you will be instrumental in reviewing, publishing, interpreting, and communicating the firm’s authoritative risk and capital measures.

Key duties include enhancing and managing processes for quantifying and explaining risk and capital metrics across a diverse range of financial products. This involves developing and utilizing tools to gain insights into risk and capital data at various aggregation levels.

You will also analyze pricing, risk, and capital model outputs to understand and explain financial and non-financial risks within the firm’s liquidity risk data. Furthermore, you’ll provide independent consulting for new and existing business activities, offering quantitative and qualitative risk analysis, including the use of risk modeling tools.

Developing engaging dashboards to share curated risk insights, driving automation engineering for improved control and reduced costs, and testing/integrating new workflows are also core responsibilities. This role demands innovation in improving metric timeliness and availability, thereby increasing awareness of significant risks.

A Master’s Degree in Business or Statistics, with an undergraduate background in business, commerce, or a quantitative field like Mathematics, Physics, or Engineering, is required. Practical experience or a strong desire to develop expertise in pricing, risk, and capital models is essential.

Familiarity with financial markets and economics, or a keen interest in learning, is highly valued. Added advantages include practical knowledge of mathematics, numerical algorithms, statistics, and time series analysis.

Proficiency in programming languages such as Python, HTML, Javascript, and/or C++ is desirable, as is experience in developing risk analytics and interpretation tools to cultivate insights from risk and capital metric data.

Exceptional written and verbal communication skills are a must. We seek individuals who are entrepreneurial, creative, self-motivated, and team-oriented to join our dynamic environment.