Manages global market risk by calculating Value-at-Risk (VaR) and Stress Tests. Those measures are used to present an accurate picture of the firmwide risk exposure, thereby
informing the firm’s management and trading desks on how the day-to-day movements of the market will impact its balance sheet, and how to protect capital. VaR metrics are sent to the Fed & other global regulators on a regular basis.
Risk management is one of Goldman Sachs’ core competencies, and is central to our continued success. Risk metric data volumes have grown rapidly in recent years and our systems need to provide flexible access and powerful analytics. Working with Liquidity Risk Technology, you will design and expand systems to drive the best senior management decisions.
HOW YOU WILL FULFILL YOUR POTENTIAL
• Understand business needs and hone your ability to translate them into a technical design and implementation
• Mentor junior development engineers while developing new skills of your own
• Influence architectural discussions and drive continuous improvement of the data platform
• Solve financial problems using a broad mix of tools and technologies
SKILLS AND EXPERIENCE WE ARE LOOKING FOR
• Bachelors degree in Computer Science, Mathematics, Engineering, or related discipline
• Experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
• Expertise in Java/Scala
• Comfortable multi-tasking, managing multiple stakeholders and working as part of a team
• Excellent communication skills including experience speaking to technical and business audiences and working globally
• Strong problem solving and analytical skills
• Comfortable working in highly dynamic and rapid development environment
• Interest in financial markets and risk
• Experience with Hadoop v2, Spark, MapReduce, HDFS
• Familiarity with columnar databases like Sybase IQ
• Familiarity working in a Linux operating environment.
• Proficient working with large and complex code bases
• Experience with integration of data from multiple sources
• Understanding of market risk
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
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