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Background 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.
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.
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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.
Attesting to the quality, timeliness and completeness of the underlying data used to produce these analytics.
Eligible candidates are preferred to have the following:
in using languages such as R, Java, C++ is beneficial.
Goldman Sachs is a global investment banking, securities, and investment management firm. It provides a wide range of financial services including advisory, underwriting, lending, and asset management to corporations, governments, and individuals worldwide.
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