Goldman Sachs & Co. Technology, Finance and Risk Engineering, Capital Measurement & Analytic, Analyst/Associate, Hong Kong in Hong Kong, Hong Kong
MORE ABOUT THIS JOB
You will be working alongside a team of engineers towards an infrastructure for the firm to be able to manage and deploy its capital effectively. You will be using latest technology trends including large databases, efficient code using modern languages and visualization tools to implement the firms’ capital management process. The role will give you an opportunity to
Interface with the firm’s federation and producing divisions, including Finance Controllers, Finance Risk and Securities Division Management teams to understand and develop our capital management calculations and analytics processes
Understand current capital regulatory regime and apply analytics to derive business decisions for utilization of capital
Work on understanding the problem of capital management and optimization and develop and deploy solutions
Define problem statements, and enjoy working in a dynamic environment with engineers trying new technologies and applying them to solve these problems.
RESPONSIBILITIES AND QUALIFICATIONS
Capital Measurement & Analytic (CMA) engineers are responsible for designing and implementing solutions to calculate, report and analyze the firm’s capital. In an evolving regulatory environment where trading activity is constrained by the associated capital requirement and forward-looking business strategies and decisions are informed by capital, it is critical to be able to perform:
Frequent and timely calculation of the firm's capital requirements
Full-attribution to the business / trading desks that consume that capital.
Full explanation of changes in capital required for a desks activities.
Evaluate the marginal contribution of any proposed transaction against the entire firm's inventory.
Predict the firm’s capital in normal as well as stressed scenarios including CCAR.
The global CMA Team (US, UK, India and Hong Kong) develops and manages the calculators and analytical tools used to optimally commit firm’s capital to activities on an ongoing basis and comply with capital regulations in various jurisdictions.
SKILLS AND EXPERIENCE WE ARE LOOKING FOR
Excellent interpersonal/communication skills, both written and verbal
Excellent analytical and problem solving skills
Comfortable multi-tasking, managing multiple stakeholders and working as part of a dynamic, fast-paced team
Expertise in a programming language (JAVA/Scala/etc) & experience with relational databases
Excellent academic background in quantitative fields - Computer Science, Applied Mathematics, Physics, Engineering, Statistics
Knowledge of data analytics, principles of risk analysis and capital regulation (e.g. Basel3, COREP, CCAR, capital optimization) a plus
ABOUT GOLDMAN SACHS
The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.
© The Goldman Sachs Group, Inc., 2017. All rights reservedGoldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.
Schedule TypeFull Time
RegionAsia Except Japan
Business UnitFinance & Risk Engineering