Senior Quantitative Analyst
4 days ago
Unlock the full potential of your analytical skills as a Senior Quantitative Analyst at Goldman Sachs PWM. We're seeking a seasoned professional to join our team in Bengaluru and contribute to the development of cutting-edge quantitative models that drive success in our business.
About the RoleIn this role, you will work closely with our Risk Managers to develop new analytics, tools, and models that help us manage risk and optimize profitability. Your expertise in quantitative techniques and software skills will be essential in building best-in-class models and tools that streamline risk management, detect fraud at scale, enable optimized data-driven business decision making, and optimize profitability.
Key Responsibilities- Product Pricing: Streamline and improve how lenders set rates across our portfolio of products using financial return-on-equity models.
- Funding Optimization: Design quantitative models to help us understand and realize the value of our non-maturity deposits business for internal funding.
- Risk Management: Develop quantitative models and tools to manage our private bank's risk, including developing a rate-sensitive prepayment model to improve hedging of our mortgage portfolio.
- Scenario Analysis: Build models to project the impact of various stress scenarios on our balance sheet and protect the bank by informing our firm's capital adequacy under stress.
- Bachelor's, Master's, or Ph.D. in a quantitative or engineering field (mathematics, physics, quantitative finance, computational finance, computer science, engineering).
- 3-5 years of experience in the job offered or related quantitative financial modeling and software development positions.
- Programming and mathematical skills are required.
- Creativity, problem-solving skills, and ability to communicate complex ideas to a variety of audiences.
- A self-starter, able to work independently as well as thrive in a team environment.
We empower clients and customers around the world to reach their financial goals through our advisor-led wealth management businesses, providing financial planning, investment management, banking, and comprehensive advice to a wide range of clients. Our growth is driven by a relentless focus on our people, our clients and customers, and leading-edge technology, data, and design.
What You'll GetWe offer an estimated salary of ₹18,00,000 per annum, plus benefits, wellness, and personal finance offerings, and a chance to grow professionally and personally. Join our dynamic team and discover the power of collaboration, innovation, and excellence at Goldman Sachs PWM.
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