Goldman Sachs Recruitment Drive 2024: Unlock your potential with Goldman Sachs in our 2024 Software Engineer Recruitment Drive! We’re seeking talented individuals to join our diverse team of innovators and problem-solvers. As a Software Engineer at Goldman Sachs, you’ll tackle exciting challenges, collaborate with top industry professionals, and drive meaningful impact through technology. Whether you’re passionate about developing cutting-edge applications, optimizing trading systems, or enhancing our digital platforms, we have opportunities tailored to your skills and interests. Join us in shaping the future of finance and technology. Apply now and take the first step towards a rewarding career at Goldman Sachs!
About Goldman Sachs:
The Goldman Sachs Group, Inc., is an American multinational investment bank and financial services company headquartered in New York City. It offers services in investment management, securities, asset management, prime brokerage, and securities underwriting.
Goldman Sachs Recruitment Drive 2024:
- Company Name: The Goldman Sachs Group, Inc
- Company Website: Goldman Sachs
- Wikipedia: Goldman Sachs Wiki
- Positions: Risk Engineering - Analytics & Reporting
- Degree Needed: Any Degree/B.E/B.Tech/M.E/M.Tech
- Passout Year: 2021/2022/2023/2024
- Job Location: Bangalore, India
- Experience Level: 0 – 3 Year
JOB TITLE: Goldman Sachs – Risk Engineering - Analytics & Reporting - Associate - Bengaluru
Goldman Sachs Group, Inc. is a global financial services firm offering investment banking, securities, and investment management services to a diverse client base including corporations, financial institutions, governments, and high-net-worth individuals. Founded in 1869 and headquartered in New York, the firm has offices worldwide, including in Bengaluru.
We are looking for candidates for the Market Risk Capital – Risk Engineering role in Bengaluru.
Risk Engineering (RE) is a key part of Goldman Sachs' risk management framework, responsible for providing robust metrics, data-driven insights, and effective risk management technologies. RE has a global presence with offices in New York, Dallas, Salt Lake City, London, Warsaw, Bengaluru, Singapore, and Tokyo. The Market Risk Capital group within RE focuses on market risk and capital measures, reviewing, publishing, interpreting, and communicating the firm’s risk and capital measures. They also develop and maintain various models and quantitative tools.
Responsibilities:
- Analyze financial risk by evaluating pricing, risk, and capital model outputs to understand features in the firm’s market risk data.
- Enhance and manage processes to quantify, review, explain, and convey insights for risk and capital measures across a range of financial products or activities.
- Provide quantitative and qualitative risk analysis to estimate the financial risk of the firm’s transactions.
- Streamline and automate risk analysis and reporting to improve metric accuracy, timeliness, and availability for stakeholders.
- Develop, test, and integrate new/enhanced workflows and maintain corresponding documentation.
- Detect anomalies in large data sets, investigate root causes, and recommend corrective actions.
- Collaborate with modelers, engineers, controllers, and business teams to understand and explain observations in risk data.
- Create and maintain reports and presentations on market risk capital for regulators, internal risk committees, and senior leadership.
- Communicate complex ideas to internal/external stakeholders, including risk managers, market-making businesses, technology teams, and senior management.
What We Look For:
We seek collaborative individuals with strong technical skills, financial risk acumen, ethics, and attention to detail. The role offers a comprehensive experience in risk management, involving market risks related to trading activities and engaging with the firm’s regulators.
Opportunities:
- Exposure to leading market data, pricing, risk, and capital models across the firm's divisions.
- Development of quantitative and programming skills, as well as product and market knowledge.
- Engagement with complex quantitative problems like modeling risks for financial products and advanced risk measurement techniques.
- Interaction with large data volumes and tools to derive meaningful interpretations.
- Participation in critical internal risk management activities and reporting to internal and external governing bodies.
- Work in a dynamic, creative team environment with opportunities to collaborate with senior members across the firm.
Skills and Relevant Experience:
- Master’s Degree in a quantitative field such as Mathematics, Statistics, Physics, or Financial Engineering.
- Deep knowledge in statistical modeling, including regression, time series analysis, and machine learning.
- Strong programming skills in languages like C++, Python, R, and Matlab.
- Familiarity with options and derivatives pricing theories.
- Experience or keen interest in risk and capital models.
- Experience or keen interest in financial markets and economics.
- Excellent written and verbal communication skills.
- Entrepreneurial, creative, self-motivated, and team-oriented.
About Goldman Sachs:
Goldman Sachs is dedicated to helping clients, shareholders, and communities grow. Founded in 1869, we are a leading global investment banking, securities, and investment management firm with offices worldwide.
We believe in diversity and inclusion, providing opportunities for professional and personal growth through training, development, and wellness programs. Learn more about our culture, benefits, and people at GS.com/careers.
We are committed to accommodating candidates with special needs or disabilities during our recruitment process. Learn more at Goldman Sachs Disability Statement.
Goldman Sachs is an equal employment/affirmative action employer, welcoming Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity applicants.
