Job description

Requirements

  • Entry level
  • No Education
  • Salary to negotiate
  • Bangalore

Description

RISK
The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm.LIQUIDITY RISK MANAGEMENT & ANALYSIS (LRMA)

Liquidity Risk Management & Analysis is the independent risk management function responsible for identifying, quantifying, and managing the liquidity risk of the firm.  We work closely with Corporate Treasury, Controllers, Operations, Securities Division, and the broader Risk organization to provide independent risk assessment and oversight of the firm’s liquidity risk taking.  Key functions include:
Stress Testing: Methodology development, model creation and governance, assumption review and approval, and risk measurement
Regulatory Stress Metrics, Liaison, & Advocacy: Calculation and disclosure of key regulatory stress metrics, guidance and rule interpretation, engagement with global regulators, and policy advocacy
Risk Limit Governance: Setting liquidity risk appetite, calibration of risk limits, sign-off on limits frameworks, and ongoing monitoring of limit utilization and remediation
Analytics: Measurement, analysis, and reporting of risk measures, development of platforms and tools for risk calculation and visualization, and governance of data quality and completeness controls
Governance & Reviews: Ongoing evaluation of compliance with key regulatory regimes, new activity impact assessments and approvals, engagement with key committees and governing bodies, and maintenance of key policies and procedures
Risk Oversight: Monitor, govern, and challenge various liquidity and funding execution activities, including cash & collateral management, funds transfer pricing, balance sheet usage, liquidity and funding projections, and liability management
Active and ongoing engagement with risk taking businesses to understand, monitor, and govern liquidity risk
Direct engagement with the Chief Risk Officer and global regulators regarding material risks, current risk exposures, and limits governance
 
Job Summary & Responsibilities
Work closely with LRMA leadership to develop and implement comprehensive liquidity risk governance frameworks
Quantify internal and regulatory stress metrics and prepare associated reporting
Monitor limit utilization, breach remediation, and escalation workflow
Work closely with engineering teams to model liquidity risks under various stress scenarios; propose, calibrate, and implement appropriate assumptions
Engage directly with the risk taking businesses to understand strategy, assess new activities, enforce limits, comply with regulatory requirements, and challenge proposals
Engage periodically with regional regulators to explain the firm’s risk posture, clarify rule interpretations, respond to analysis and data requests, and support advocacy discussions
 
Skills / Expertise
3+ years of experience in capital markets, preferably in Risk, Treasury, funding-related or regulatory functions
Strong academic background in quantitative fields such as computer science, applied mathematics, engineering or statistics
Experience in quantitative risk modeling, model documentation, model development and scientific methods
Technology aptitude and programming skills are a plus, as well as familiarity with risk systems
Interest in financial markets and risk management, motivated by learning and continuous improvement
Ability to work independently, form own judgment/opinions, provide insights and drive change
Proactive with strong analytical, interpersonal and communication skills and ability to build relationships remotely
Strong verbal and written communication skills
Ability to interact with and build relationships with people from different departments and levels of seniorityLiquidity Risk Management & Analysis is the independent risk management function responsible for identifying, quantifying, and managing the liquidity risk of the firm.  We work closely with Corporate Treasury, Controllers, Operations, Securities Division, and the broader Risk organization to provide independent risk assessment and oversight of the firm’s liquidity risk taking.  Key functions include:
Stress Testing: Methodology development, model creation and governance, assumption review and approval, and risk measurement
Regulatory Stress Metrics, Liaison, & Advocacy: Calculation and disclosure of key regulatory stress metrics, guidance and rule interpretation, engagement with global regulators, and policy advocacy
Risk Limit

About the company

Goldman Sachs brings people, capital and ideas together to help our clients and the communities we serve. Learn more about our firm.

We provide a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and high-net-worth individuals. Learn more about our businesses.

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