Investment Banking Division- IBD Transaction Banking- Quantitative Engineer- Associate- Bengaluru

Location(s) IN-KA-Bengaluru
Job ID
2021-77907
Schedule Type
Full Time
Level
Associate
Function(s)
Quantitative Engineer
Region
India
Division
Investment Banking Division
Business Unit
TxB App Dev Engineering
Employment Type
Employee

MORE ABOUT THIS JOB

TxB Lending Engineering team is responsible for building data-driven decision models and processes for various business decisions through the client relationship like underwriting, pricing and collections. The team is also responsible for internal analytics like monitoring portfolio risk, projecting revenues and providing business insights.

 

In this role you will handle the following responsibilities:

  • Design/evaluate predictive models and advanced algorithms for decision making using statistical
    modeling, feature engineering and machine learning techniques
  • Develop production quality code to implement and deploy these algorithms for production use
  • Interface with data architecture and other technology teams for production processes
  • Understand the business and interface with product and strategy teams in model selection and
    monitoring processes
  • Help document your assumptions and methodologies, and perform validation and testing to
    facilitate peer reviews and independent model validation
  • Build internal analytics/ dashboards for monitoring portfolio risk and providing client insights to
    leadership team

RESPONSIBILITIES AND QUALIFICATIONS

Basic Qualifications

  • BS/MS or PhD in a quantitative field – Computer Science, Mathematical Finance, Engineering,
    Physics
  • 2+ Years of experience in Mathematical Finance domain
  • Quantitative background including an understanding of probability and statistics
  • Strong programming background in compiled or scripting languages (Python, Java, etc.)
  • Ability to explain complex models and analysis to diverse audience

Preferred Qualifications

  • Either strong data science/ML experience or experience in SME lending or other loan modeling
    is preferred
  • Familiarity with statistical computing languages or packages (pandas/numpy/scikit-learn,
    Tensorflow, Keras, Pytorch)
  • Experience with version control and production quality code development
  • Familiarity with working with large datasets
  • Loan/Credit risk modeling or other similar financial modeling experience

ABOUT GOLDMAN SACHS

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



© The Goldman Sachs Group, Inc., 2020. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity