GBM - Public Dept-Bengaluru-VP-Quantitative Engineering
Goldman Sachs · Posted Nov 3
Investment banking, securities, asset management, and wealth management services
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About the role
The Resource Management Strats Group sits at the center of management decisions made by senior business leaders within the Global Markets Division, working across liquidity management, capital allocation, fee and expense optimization, and counterparty credit risk management. The role spans the Counterparty Credit Risk and Funding and Capital Optimization strats teams, building and validating quantitative models for FICC products and optimizing scarce capital and liquidity resources. The individual will create models and calculators, apply numerical optimization techniques, and engage business leaders on implementation of findings.
What you will do
- Create innovative models and calculators to help drive our Capital and Liquidity optimization as well the Counterparty Credit risk management effort across the Global Banking & Markets division with initial exposure to all the businesses in the FICC division.
- Apply Numerical optimization techniques to the minimization of the firm’s scarce resources (capital, initial margin, contingent liquidity).
- Develop a deep understanding of regulatory capital, methodology, and model implementation
- Stay abreast of industry best practices, regulatory changes, and advancements in quantitative finance and risk modelling.
- Interact with business leaders to explain your findings and drive their implementation
Skills used in this role
What the employer is looking for
- Strong academic background in quantitative fields
- Computer Science, Applied Mathematics, Physics, Engineering, Statistics
- Strong programming background in a structured language (e.g. C/C++, Python, Java)
- Interest in financial markets/products
Preferred qualifications
- Commercial focus, team oriented, self-motivated - Ability to solve problems and to explain the ideas that underly them to clients and colleagues - Excellent writing and verbal communication skills
- Experience working on a trading desk
- Exposure to recent regulatory developments (CCAR, Basel III, Balance Sheet, LCR, NSFR)
- Intellectual curiosity, follow through
Benefits and support
- Training and development opportunities
- Wellness programs
- Personal finance offerings
- Mindfulness programs
About Goldman Sachs
The Goldman Sachs Group, Inc. is a leading global financial institution that delivers a broad range of financial services across investment banking, securities, investment management, and consumer banking to a diverse client base. Established in 1869 and headquartered in New York City, the firm serves corporations, financial institutions, governments, and high-net-worth individuals worldwide.
- Industry
- Investment Banking
- Company size
- 47400+ employees
- Founded
- 1869
- Location
- New York, New York, USA
- Funding stage
- Public Company
Leadership
Chairman and Chief Executive Officer
President and Chief Operating Officer
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