Core Engineering- Liquidity Quantitative Engineer​/Strat - Vice President

The Core Engineering The Core Engineering builds and operates the platforms, applications, data solutions, models, and analytics that power critical processes for The Core divisions of the firm (e.g., Risk, responsible for the risk profile of firm activities;
Controllers, responsible for the financial control and reporting obligations;
Compliance, responsible for the firm’s compliance, regulatory, and reputational risks;
Corporate Treasury, responsible for the firm’s liquidity, funding, balance sheet, etc.; and Human Capital Management, responsible for attracting, developing, and managing a global workforce). A centralized engineering structure in support of The Core enables a common platform model and operating framework that promotes consistent governance and scalable solutions, leveraging cloud, AI, and machine learning for innovation and efficiency. The Core Engineering’s 2,000+ engineers and strats deliver engineering, data, analytics, and quantitative capabilities within six business units:
Metrics & Analytics Platforms: responsible for the measurement and management of the firm’s risk, capital, and liquidity for The Core functions

The Core Strats: responsible for the development and implementation of models and other quantitative methodologies, including the accuracy and attribution of modeled metrics

Financials & Reporting: responsible for facilitating the production of the firm’s financials and a wide range of reporting functions

Non-Financial Risk & Controls: responsible for non-financial risk and control processes

Enterprise Platforms: responsible for platforms and applications that support critical operational processes across The Core such as payments, people processes, and procurement

Shared Services: responsible for driving the adoption of consistent engineering strategy, including data platforms, cloud, and AI enablement, as well as the management of technology risk FUNCTIONALITY DESCRIPTION Developing risk models and risk sensitivity analysis that use advanced mathematical/statistical/engineering approaches such as optimization, machine learning, regressions, visualization

Performing detailed analysis on risk trends and drivers

Updating and maintaining risk models along with business growth and risk environment changes

Developing and maintaining large scale risk infrastructures/systems using strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python, Scala)
Experience in designing highly scalable, efficient systems

Effectively communicating results and outputs from the model and insights from analysisQUALIFICATIONSPost graduate degree /Bachelor’s degree in Mathematics, Physics, Electrical Engineering or related technical discipline6+ years experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts

Strong analytical and problem solving skills using math, statistics, and programming

Demonstrated ability to learn technologies and apply

Excellent communication skills including experience speaking to technical and business audiences and working globally

Strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python)
Experience in designing highly scalable, efficient systems

Familiarity with financial markets, financial assets and risk management practices is a plusABOUT GOLDMAN SACHSAt Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

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