Risk-Bengaluru-Analyst-Quantitative Engineering

7 days ago

Bengaluru, India Goldman Sachs Full time

Risk Engineering is part of the Risk Division of Goldman Sachs. This is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide analytical solutions, data-driven insights, robust metrics and effective technologies for risk management. RE is staffed globally with offices in USA, UK, Europe, Bengaluru, Singapore, and Tokyo. 

GSRisk group in Risk Engineering is a multidisciplinary group of quantitative experts responsible for building the next generation of Risk pricing and analytics platform. The team builds and deploys advanced pricing and analytics platforms that deliver sophisticated risk measures like Value at Risk (VaR) and Stress Tests, driving significant efficiencies and ensuring best-in-class risk management.

The responsibilities of GSRisk Strats include:

Design, implement, and maintain the risk platform that scales to billions of scenarios across risk stripes, financial products, asset classes and metrics Design declarative domain specific languages to express risk models across risk stripes and asset classes Perform quantitative analysis on large datasets to facilitate understanding of the market risk for a variety of financial derivatives, including exotic products Liaise with multiple groups across the firm including strats, traders, technology, controllers, and treasury to converge on a shared risk platform Communicate clearly about complex mathematical concepts with internal and external stakeholders such as risk managers, market making businesses, senior management and regulators. Mentor and develop junior risk management professionals withing the division

In performing the job function, an associate in GSRisk Strats will have the following opportunities:

Exposure to challenging problems at the intersection of mathematics, computer science, and finance Exposure to challenging quantitative problems such as derivative pricing, modeling market and counterparty risk for complex portfolios, large scale Monte Carlo simulations of portfolios across the firm, and fast approximation of market risk measurements Exposure to challenging system design problems such drawing risk insights from billions of prices Development of quantitative, programming and system design skills, as well as product and market knowledge. Work in a dynamic teamwork environment.

Basic Qualifications:

Bachelor's Degree in a relevant field: Computer Science, Mathematics, Physics, Engineering Strong quantitative, programming, and system design skills  Good knowledge of statistics, system design, econometric modeling and probability theory. Strong written and verbal communication skills – ability to explain complex quantitative concepts to a non-technical audience.

Preferred Qualifications:

Competence in advanced mathematics, system design, and data science Experience working with large data sets

  • Quantitative Engineering Analyst

    4 days ago

    Bengaluru, Karnataka, India Goldman Sachs Services Pvt Ltd Full time ₹ 15,00,000 - ₹ 25,00,000 per year

    Risk-Bengaluru-Analyst-Quantitative Engineering Risk Engineering is part of the Risk Division of Goldman Sachs. This is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide analytical solutions, data-driven insights, robust metrics and effective technologies for risk management. RE is staffed globally with...

  • ▷ (Apply in 3 Minutes) Risk-Bengaluru-Analyst-Quantitative Engineering

    2 days ago

    Bengaluru, India Goldman Sachs Full time

    Job Description Job Description Risk Engineering is part of the Risk Division of Goldman Sachs. This is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide analytical solutions, data-driven insights, robust metrics and effective technologies for risk management. RE is staffed globally with offices in USA, UK,...

  • Quantitative Engineering Analyst

    1 week ago

    Bengaluru, Karnataka, India Goldman Sachs Services Pvt Ltd Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    Quantitative Engineering - Analyst- Risk DivisionThe Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. The Goldman Sachs Group, Inc. is a leading global financial services firm providing investment banking, securities and investment management services to a...

  • Risk - Operational Risk - Associate - Bengaluru

    5 days ago

    Bengaluru, India Goldman Sachs Full time

    **Organization**:Risk Division, Operational Risk **Team / Role**:Operational Resilience **Level/Location**:Analyst / Associate, Bengaluru The Operational Risk Department at Goldman Sachs is an independent risk management function responsible for developing and implementing a standardized framework to identify, measure, and monitor operational risk across...

  • Quantitative Modeler-CVA/XVA

    2 weeks ago

    Bengaluru, India Live Connections Full time

    Job Title: Quantitative Analyst – CVA / XVA (Front Office Support)Location: BengaluruWork Model: HybridAbout the RoleWe are looking for an experienced Quantitative Analyst (Desk Quant) to join a leading investment banking environment. This role involves supporting traders directly on the desk, developing pricing models for interest rate and cross-currency...

  • Quantitative Modeler-CVA/XVA

    3 weeks ago

    Bengaluru, India Live Connections Full time

    Job Title: Quantitative Analyst – CVA / XVA (Front Office Support) Location: Bengaluru Work Model: Hybrid About the Role We are looking for an experienced Quantitative Analyst (Desk Quant) to join a leading investment banking environment. This role involves supporting traders directly on the desk, developing pricing models for interest rate and...

  • Quantitative Modeler-CVA/XVA

    3 weeks ago

    Bengaluru, India Live Connections Full time

    Job Title: Quantitative Analyst – CVA / XVA (Front Office Support)Location: BengaluruWork Model: HybridAbout the RoleWe are looking for an experienced Quantitative Analyst (Desk Quant) to join a leading investment banking environment. This role involves supporting traders directly on the desk, developing pricing models for interest rate and cross-currency...

  • Quantitative Modeler-CVA/XVA

    3 weeks ago

    Bengaluru, India Live Connections Full time

    Job Title: Quantitative Analyst – CVA / XVA (Front Office Support)Location: BengaluruWork Model: HybridAbout the RoleWe are looking for an experienced Quantitative Analyst (Desk Quant) to join a leading investment banking environment. This role involves supporting traders directly on the desk, developing pricing models for interest rate and cross-currency...

  • Quantitative Modeler-CVA/XVA

    3 weeks ago

    Bengaluru, India Live Connections Full time

    Job Title: Quantitative Analyst – CVA / XVA (Front Office Support) Location: Bengaluru Work Model: Hybrid About the Role We are looking for an experienced Quantitative Analyst (Desk Quant) to join a leading investment banking environment. This role involves supporting traders directly on the desk, developing pricing models for interest rate and...

  • Quantitative Modeler-CVA/XVA

    2 weeks ago

    Bengaluru, India Live Connections Full time

    Job Title: Quantitative Analyst – CVA / XVA (Front Office Support)Location: BengaluruWork Model: HybridAbout the RoleWe are looking for an experienced Quantitative Analyst (Desk Quant) to join a leading investment banking environment. This role involves supporting traders directly on the desk, developing pricing models for interest rate and cross-currency...