Vice President - SECDSFICC
Posted on Jan 24, 2019 by Goldman Sachs USA
Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)
RESPONSIBILITIES AND QUALIFICATIONS Duties: Vice President with Goldman Sachs & Co. LLC in New York, NY. Manage the entire development pertaining to the Macro Asset space - Rates, Foreign Exchange (FX), Short Macro (a combination of FX and Rates), and Emerging Markets - risk systems within the US. Oversee all projects in the region and take part in leading the global strategy. Manage the deployment of the risk infrastructure for linear and non-linear (including exotic) products in the US Macro Asset space. Design, review and implement complex, distributed numerical software systems in the context of financial engineering. Lead design decision pertaining to the entire real-time and distributed risk infrastructure and its interactions with complex financial models across all Macro Assets. Actively support the end-to-end risk infrastructure, validating final output for risk management of all current and future positions within his/her perimeter. Communicate the local and global strategies to business partners. Direct and mentor a team of 3 strategists (Associate, Vice President levels).
Job Requirements: Master's degree or Bachelor's degree (U.S. or foreign equivalent) in Financial Mathematics, Physics, Engineering, Computer Science or in a related quantitative field plus four (4) years of experience (with Master's) or six (6) years of experience (with Bachelor's) in the position offered or a related position in the financial services industry. Must have four (4) years of experience (with Master's) or six (6) years of experience (if Bachelor's) with: modeling/implementation with linear and non-linear Interest Rates Products including Swaps, CSA based valuation, Structured Notes, and Volatility products (listed and OTC); real-time infrastructure design/implementation on large scale risk systems; risk management/analysis of FICC financial products working jointly with trading desks; applying advanced programming knowledge in C++, Java or equivalent and software development life cycle (SDLC) management; and software engineering, including working across the full Software Development Life Cycle (SDLC), Quality Assurance (QA), software best practices, software deployment, understanding of peripheral requirements such as hardware and database, and utilizing code repository software, such as CVS, Subversion or Github. Must have two (2) years of experience with project management and demonstrating ability to lead large scale projects end-to-end.
ABOUT GOLDMAN SACHS The Goldman Sachs Group, Inc. is 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. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.
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Vice President - SECDSFICC