Location
London

Hours
Full Time

Salary
Negotiable

About the Role
Market Risk Analytics & Reporting (A&R) is a group within Core 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, enabling actionable and timely risk management decisions. Risk Engineering is a multidisciplinary team of quantitative experts responsible for modeling, producing, reviewing, interpreting, explaining, and communicating risk and capital metrics and analytics to ensure the firm adheres to its Risk Appetite and maintains appropriate Risk Capital. The team provides insights to the Chief Risk Officer, senior management, regulators, and other stakeholders.

A&R delivers critical regulatory and risk metrics and analytics across risk domains (market, credit, liquidity, operational, capital) and firm activities through regular reporting, customized risk analysis, systematic risk reporting, and risk tools. This role focuses on Market Risk. Leveraging a unique vantage point in the firm’s risk data flows and a deep understanding of client and market activities, the team builds scalable workflows, processes, and procedures to deliver actionable risk insights.

Core responsibilities include delivering regular and reliable risk metrics, analytics, and insights based on a deep understanding of the firm’s businesses and client activities; building robust, systematic, and efficient workflows and processes around the production of risk analytics for financial and non-financial risk, risk capital, and regulatory reporting; and attesting to the quality, timeliness, and completeness of the underlying data used to produce these analytics.

Experience
1-5 years of experience, preferably in financial, regulatory, or consulting environments. Experience with programming in Python and SQL for ETL operations and data analysis, including performance optimization. Familiarity with languages such as R, Java, or C++ is beneficial. Experience developing data visualization and business intelligence solutions using tools such as Tableau, Alteryx, PowerBI, or front-end technologies is advantageous.

About you
Entrepreneurial, analytically creative, self-motivated, and team-oriented. Excellent written, verbal, and collaborative communication skills. Working knowledge of the financial industry, markets, products, and associated non-financial risk. Strong mathematical background including statistics, time series analysis, and numerical algorithms.

Qualifications
Masters or Bachelors degree in a quantitative discipline such as data science, mathematics, physics, econometrics, computer science, or engineering.