Goldman Sachs Asset & Wealth Management-AM Risk Strats-Bengaluru-Associate-Quantitative 

India, Karnataka, Bengaluru 

909448509

ABOUT THIS JOB

IMD Risk is looking for a Strategist to join their small but vital team. As a Strategist in IMD Risk, you will use your analytical skills, problem solving capabilities, detail-oriented mind-set, and industry knowledge to help manage risk and exposure in our asset management business. You will work directly with risk professionals, including the Chief Risk Officer, to manage and monitor risk across AMD. Projects span all the asset classes and products AMD trades in and entails thoughtful interaction with the risk managers, other strategist groups, technology, and senior management.

Responsibilities

Strategists within IMD Risk will apply both data analytical techniques and business knowledge to develop risk management analytics and tools that will be used to find, manage, and monitor the division’s risk across all AMD’s product types for senior management and Global Risk.

• Work with the business users to build and automate severe loss scenarios (SLS), risk models and exploratory monitoring tools
• Assist in ad hoc risk requests
• Analyze AMD’s 14mm+ daily positions
• Analyze AMD’s 110mm+ daily benchmarked positions
• Analyze AMD’s 20mm+ yearly transactions to provide volume and commission metrics
• Analyze AMD’s 250mm+ daily risk assets
• Analyze and model market risk, severe loss scenarios (SLS), and liquidity risks within portfolios with an emphasis on financial instrument characteristics and associated risk metrics
• Find, examine, absorb, connect, and produce meaningful analyses of the myriad and diverse data sets within and without the firm including account, product, position, transaction, market, volume, and other risk data
• Expected to become familiar with all of the 60-70 product types invested within all GSAM’s funds and separate accounts
• Work with the entire technology stack from backend databases, through calculation engines, to frontend reports and web development

Basic Qualifications

• Good analytical skills
• Ability and desire to learn about all the data and economics of an asset management business
• Programming and/or math background required
• Programming skills (preferably Python, Slang, web development) required, (SecDb Graph a plus)
• Data analytical skills (preferably SQL, SlangQL) required
• Intelligence, creativity, and problem-solving skills
• Ability to work independently and in a team environment
• Communications skills are essential