Global Banking & Markets, Equities Quantitative Risk Engineer, Associate/ Vice President, Hong Kong

WHAT WE DO

At Goldman Sachs, our Engineers don’t just make things – we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets.

Global strategist groups are at the critical centre of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities? Start here.

• WHO WE LOOK FOR
• Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.

Equities Portfolio Analytics Strats team is a group of engineers that cover all Equities Trading business around the globe at Goldman Sachs by helping them measure and manage risk and profitability for firm trading books. The team has a broad mandate which includes development of risk engines, reliable scheduling of trading desk risk computations, data warehousing and aggregation of business metrics including profit/loss and market risk. In addition to evolving the risk platform they are involved in specific exercises to optimize the business including analytics to understand capital and regulatory risk cost drivers as well as commercial optimizations based on intraday analytics and hedging tools. The team works closely with desk-specific quants and senior traders in the division to help maximize the profitability of Goldman Sachs' Equities franchise.

HOW YOU WILL FULLFIL YOUR POTENTIAL

• •Work closely with trading to deliver innovative solutions for the risk management platforms for the Equities business.
• •Develop, maintain and scale the risk management platforms for intraday and overnight risks.
• •Provide impact in a variety of tactical work by being close to the high paced day-to-day activity on the trading desks .
• •Understand pricing engines behind simple and complex Equity derivatives, their risk measures important for day to day risk management, and complexities involved in their calculations.
• •Identify and build improvements to system behaviour, control and monitoring tools.
• •Be a part of projects that continue to improve the availability, stability and performance of the system
• •Be part of the vibrant global portfolio analytics team and use your engineering skills to impact business decisions.

RESPONSIBILITIES AND QUALIFICATIONS

• •Bachelor’s degree or relevant work experience in Computer Science, Mathematics, Electrical Engineering or related technical discipline.
• •Strong programming skills in an object orientated or functional paradigm such as C, C++, Java, Python etc.
• •Knowledge in large scale industry standard systems for distributed computing.
• •Product knowledge of Equity Derivatives would be helpful.
• •Experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
• •Strong problem solving and analytical skills.
• •Excellent written and verbal communication skills.
• •Admirable sense of ownership and drive.
• •Interest in and commitment to clean code principles and good coding practices
• •Ability and willingness to participate in code review process and other forms of knowledge sharing.
• •Comfortable multi-tasking, managing multiple stakeholders and working as part of a diverse, global team.

ABOUT GOLDMAN SACHS

At 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.

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.

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