Associate-Intermediate/Vice President with Goldman Sachs & Co. LLC in New York, NY.

Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)

RESPONSIBILITIES AND QUALIFICATIONS

Duties: Associate-Intermediate/Vice President with Goldman Sachs & Co. LLC in New York, NY. Design, implement and maintain quantitative measures of market risk (Risk Models) in the investment management space. Perform all aspects of designing new models for the measurement and analysis of market risks and market marks and prices, including value at risk (VaR), expected tail loss, stress test/scenario analysis, capital models and factor models. Address underlying data challenges present in models. Identify market risk factors and refine risk models by working with Model Risk Management, Fund Managers and Technology. Liaise with Regulators on regulatory risk and capital issues, regulatory capital calculations and risk add-ons. Analyze risks associated with new financial products, across a broad range of asset classes. Supervise a team of professionals; develop strategies for scheduling, prioritization and completion of projects, delegate project-related work and daily tasks and sign off on their work.

Job Requirements: Ph.D (U.S. or foreign equivalent) in Mathematics, Engineering, Science or a related quantitative discipline OR Masteregree (U.S. or foreign equivalent) in Mathematics, Engineering, Science or a related quantitative discipline. Two (2) years of experience (with Ph.D. degree) in the job offered or a related quantitative risk management role OR five (5) years of experience (with Masteregree) in the job offered or a related quantitative risk management role. Prior work experience must include: two (2) yearsperience with PhD or five (5) yearsperience with Masterith: explaining complicated mathematical models to technical and non-technical audiences; designing, implementing, and documenting risk models and performing related quality control; experience with programming in an object-oriented computer language such as C++, data structures and algorithms; writing commercial software in Unix/Linux; utilizing SQL queries to efficiently query and manipulate large database tables where reference information and computational output such as pricing results are stored; solving heavily computational problems, grid computing and messaging, and working with large data volumes; utilizing numerical and statistical techniques to develop risk models; financial engineering, including derivative pricing, probability, stochastic processes, and producing Monte Carlo based Value-at-Risk and stress test models; performing research to understand the nature of risks in an investment context, such as researching modeling approaches and the impact of new products; experience with vanilla and exotic pricing models and risk models, and their usage in capital and day-to-day controls; supervising the work of junior risk management professionals, and developing strategies for scheduling, prioritization and completion of their projects.

ABOUT GOLDMAN SACHS

The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.

© The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.