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Market Risk Analytics & Reporting (MRA&R) – Analyst – Bengaluru

Market Risk Analytics & Reporting (A&R) is a group within Risk Engineering in the Risk Division of Goldman Sachs.

The group ensures the firm’s senior leadership, investors and regulators have a complete view of the positional, market, and client activity drivers of the firm’s market risk profile allowing them to take actionable and timely risk management decisions.

Risk Engineering is a multidisciplinary group of quantitative experts who are the authoritative producers of independent risk & capital metrics for the firm.

Risk Engineering is responsible for modeling, producing, reviewing, interpreting, explaining and communicating risk & capital metrics and analytics used to ensure the firm adheres to its Risk Appetite and maintains the appropriate amount of Risk Capital.

Risk Engineering provides risk & capital metrics, analytics and insights to the Chief Risk Officer, senior management, regulators, and other firm stakeholders.

A&R delivers critical regulatory and risk metrics & analytics across risk domains (market, credit, liquidity, operational, capital) and firm activities via regular reporting, customized risk analysis, systematically generated risk reporting and risk tools​.

This role will focus on Market Risk.

A&R has a unique vantage point in the firm’s risk data flows that, when coupled with a deep understanding of client and market activities, allows it to build scalable workflows, processes and procedures to deliver actionable risk insights​.

The following are core responsibilities for A&R:

• Delivering regular and reliable risk metrics, analytics & insights based on deep understanding of the firm’s businesses and its client activities.
• Building robust, systematic & efficient workflows, processes and procedures around the production of risk analytics​ for financial & non-financial risk, risk capital and regulatory reporting.