Overview To ensure uncompromising accuracy and timeliness in the delivery of the risk metrics, our platform is continuously growing and evolvingMarket Risk Engineering combines the principles of Computer Science, Mathematics and Finance to produce large scale, computationally intensive calculations of risk Goldman Sachs faces with each transaction we engage inThe Market Risk Team has an opportunity for an Associate level Software Engineer to work across a broad range of applications and extremely diverse set of technologies to keep the suite operating at peak efficiency and compliant with Goldman Sachs best practices Our team focuses on building suite of applications providing highly efficient workflows and service orientated architectureOur function is critical to the future business growth areas across the firm - spanning investment banking, global markets and asset managementThis is a great opportunity to join a global dynamic team where you will learn both - 1) developing world class engineering solutions, including cloud computing and big data analytics, designing technical solutions for complex problems, optimized storage management, self-service toolkits, building compelling visualizations using web components as well as 2) business functions that Goldman offers its clients Responsibilities
- Key Senior Developer in large projects across a global team of developers and risk specialists
- Performance tune applications to ensure the accuracy and timely delivery of the risk metrics.
- Upgrade existing applications, including vendor software, to adhere to emerging firm standards for compute, systems software, and security standards
- Perform statistical analyses to identify trends and exceptions related Market Risk metrics/Timeliness
- Build internal and external reporting for the output of risk metric calculation using data extraction tools, such as SQL, and data visualization tools, such as TableauWork with vendor software like Axiom for external regulatory reporting
- Utilize web development technologies used within the firm to facilitate application development for front end UI used for risk management actions
- Develop data models for sourcing input data and publishing risk metric calculation outputs to databases like Sybase IQ and distributed HDFS systems
- Interact with business users for level two support queries, as needed.
- Design and support batch processes using scheduling infrastructure for calculation and distributing data to other systems.
- Mentor junior technical team members in all aspects of Software Development Life Cycle (SDLC) including design, code review and production migrations.
- Interact with business users for level three support queries, as needed.
Requirements
- Previous experience in Market, Liquidity or Credit risk with Market risk preferred.
- Three (3) years of experience in the job offered or a related role.
- A good sense of curiosity and the ability to deconstruct large problems into small, actionable plans
- A strong understanding of common application architectures (e.gREST, single page web applications, distributed computing).
- Experience with one or more major relational / object databases
- Design patterns, Data Structures, Object Oriented Programming and Best practices of coding.
- An understanding of compute resources and the ability to interpret performance metrics (e.gCPU, memory, threads, file handles)
- Knowledge of Process Scheduler like Apache Airflow
- Knowledge and experience in distributed computing - parallel computation on a single machine like DASK, Distributed processing on Public Cloud
- Knowledge of SDLC and experience in working through entire life cycle of the project from start to end
Strong Pluses
- Previous experience in Goldman technologies.
- Knowledge of authentication and entitlement schemes.
- Knowledge of Process scheduling , public cloud /AWS
Salary Range The expected base salary for this New York, New York, United States-based position is $115000-$180000In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end Benefits Goldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experienceA summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here