Vice President - SEC121918XZPIDS
Posted on Jan 17, 2019 by Goldman Sachs
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.
- Develop portfolio management systems, pricing models, risk models and reports to help the Firm's investment lending business manage its global investment portfolios.
- Responsible for Macro Risk Management by conducting portfolio analysis, empirical analysis and macro risk hedge recommendation for the investment lending business, using mathematical and quantitative methodologies and market knowledge. Involved in capital management, including deal structure analysis, regulator capital analysis and help deal teams structure investments in a capital efficient way.
- Perform capital funding projections for the investment lending business through an automated Assets Liability Management Funding platform.
- Master's degree (US or foreign equivalent) in Mathematics, Physics, Computer Science, Electrical Engineering or related field.
- Three (3) years of experience in the job offered or a related quantitative modeling role in the finance industry.
- Must have three (3) years of experience with: Mathematical modeling and statistics, including regression analysis, option pricing, empirical analysis, and optimization;
- Unraveling complex patterns from large amount of data, and demonstrating experience with artificial intelligence algorithms;
- working in front office utilizing knowledge of market trends and various hedging strategies; derivatives modeling with various derivatives including exotic products; and conveying complex financial terms to various audiences, including senior management, deal teams and bankers.
- Must have one (1) year of experience with: Regulatory capital rules and reporting procedure; and utilizing accounting principles while working on deal structures and conducting valuation analysis.