GBM - Public Dept-Bengaluru-Associate-Quantitative Engineering

GBM - Public Dept-Bengaluru-Associate-Quantitative Engineering

02 Oct
|
Goldman Sachs
|
Bengaluru

02 Oct

Goldman Sachs

Bengaluru

Description
Our Impact
Resource Management Strats: The Resource Management Strats Group is central to management decisions made by senior business leaders within the Global Markets Division, create actionable strategies to enhance business performance, and drive cross-business initiatives along with the leadership team. The group works across various functions (liquidity management, capital allocation, Fee and Expenses optimization, Counterparty Credit risk management etc.)
For this position, we are looking for an Analyst or Associate to work in the Resource Management Strats group across the Counterparty Credit Risk & Funding and capital optimization strats teams.
Counterparty Credit Risk Divisional Strats: For this position, the individual will focus on the development, validation, and implementation of advanced quantitative models used to measure and manage counterparty credit risk across various financial products and asset classes in FICC. The candidate will also perform model calibration, backtesting, stress and scenario analysis to asses model performance and robustness.




Funding and Capital Optimisation Divisional Strats: For this position, the individual will focus on the optimization of scarce resources (Capital and Liquidity) and should demonstrate strong statistical, quantitative modelling, and programming skills as well as excellent communication, presentation, and interpersonal skills. The current portfolio of projects has a significant impact to the bottom-line of the firm but because of the very bespoke nature of the mandate of the team, there is embedded flexibility to onboard any current ideas with commercial impact.
How Will You Fulfil Your Potential
- Create innovative models and calculators to help drive our Capital and Liquidity optimization as well the Counterparty Credit risk management effort across the Global Banking & Markets division with initial exposure to all the businesses in the FICC division.
- Apply Numerical optimization techniques to

📌 GBM - Public Dept-Bengaluru-Associate-Quantitative Engineering
🏢 Goldman Sachs
📍 Bengaluru

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