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

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.

Role Responsibilities





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 & effective workflows, processes and procedures
around the production of risk analytics for financial & non-financial risk,
risk capital and regulatory reporting.

* Attesting to the quality

📌 The Core-Risk-Bengaluru-Analyst-Software Engineering
🏢 Goldman Sachs
📍 Bengaluru