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Market Risk Manager Associate/Vice President
Goldman Sachs
New York, NY, United States
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Job Summary & Responsibilities
YOUR IMPACT
Are you a high performing risk professional looking for an opportunity to join a world class financial institution? We are looking for a professional to join the Market Risk and Capital Analysis (MRCA) group to help provide independent reporting and quantitative analysis of market risk of the firm’s trading portfolios.
OUR IMPACT
MRCA is part of the risk management department and helps manage the firm’s market risk and capital. Joining the MRCA team will give you the opportunity to focus on Interest Rate Risk in the Banking Book, a significant and growing area for the firm covering a range of products and businesses. You will work closely with colleagues around the globe on tasks and projects that contribute directly to the firm’s success. This role is ideal for collaborative individuals who enjoy being challenged, have strong ethics and attention to detail.
RESPONSIBILITIES
• Review and analyze market risks of Fixed Income/Equity portfolios and individual trades to verify information.
• Analyze and compare profit and loss attribution and back-testing results to monitor and quantify and assess validity of Value at Risk measures.
• Direct implementation of new risk measures / stress tests and improvements to existing measures using knowledge of risk management.
• Communicate directly with senior management on risk related issues. Engage traders and desk heads on market risk matters including P&L drivers, and changes in risk profile.
• Monitor adherence to established risk limits and ensure material risks effectively communicated to Firm’s senior management.
SKILLS AND EXPERIENCE
•Bachelor’s Degree in Business, Mathematics, Finance, Economics or a related field.
•4+ years experience engaging in market risk analysis of fixed income / equity / macro products for portfolios and individual trades.
• Knowledge of Volcker preferred, but not required
• Utilizing product knowledge and market risk concepts, namely Value-at-Risk and Stress-Tests, to analyze portfolios and individual trades.
• Strong communication and interpersonal skills
• Strong quantitative and analytical skills
• Able to handle multiple tasks and prioritize accordingly
• Strong control awareness
• GARP, CFA a plus
• Using Risk Management Systems and Excel.