Risk Engineer and Quantitative Analyst

1 week ago


Bengaluru, Karnataka, India Goldman Sachs Full time

Job Title: Risk - Analytics & Reporting - Associate - Bengaluru

About the Role:

We are seeking a highly skilled Risk Engineer and Quantitative Analyst to join our Risk Engineering team in Bengaluru. As a key member of the team, you will be responsible for developing and maintaining robust risk management metrics, data-driven insights, and effective technologies to support our risk management framework.

Key Responsibilities:

  1. Design and implement advanced risk models to evaluate and explain features observed in our market risk data
  2. Develop and maintain tools to understand risk & capital metrics at varying levels of aggregation across the firm
  3. Provide quantitative and qualitative risk analysis to estimate the financial risk of our transactions
  4. Streamline and automate risk analysis and reporting to enhance the accuracy, timeliness, and availability of metrics for stakeholders
  5. Collaborate with cross-functional teams, including Modelers/Strats, Engineers, Controllers, and Business stakeholders to understand and explain observations in risk data
  6. Build and maintain comprehensive reports and presentations for market risk capital to support reporting to regulators, internal risk committees, and senior leadership

Requirements:

  • Master's Degree in a quantitative field such as Mathematics, Statistics, Physics, or Financial Engineering
  • Deep knowledge in statistical modeling, including regression, time series analysis, and machine learning
  • Strong programming skills and experience with languages such as C++, Python, R, or Matlab
  • Familiarity with options and derivatives pricing theories
  • Excellent written and verbal communication skills

About Goldman Sachs:

At Goldman Sachs, we are committed to fostering a diverse and inclusive workplace where our people can grow, learn, and thrive. We believe that our people are our greatest asset, and we are dedicated to providing them with the tools, resources, and support they need to succeed.



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