Background 

Analytics & Reporting (A&R) is a group within Risk 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 risk profile allowing them to take actionable and timely risk management decisions. 

Risk Engineering is a multidisciplinary group of quantitative experts who are the authoritative producers of independent risk & capital metrics for the firm. Risk Engineering is responsible for modeling, producing, reviewing, interpreting, explaining and communicating risk & capital metrics and analytics used to ensure the firm adheres to its Risk Appetite and maintains the appropriate amount of Risk Capital. Risk Engineering provides risk & capital metrics, analytics and insights to the Chief Risk Officer, senior management, regulators, and other firm stakeholders. 

Role Responsibilities 

A&R delivers critical regulatory and risk metrics & analytics across risk domains (market, credit, liquidity, operational, capital) and firm activities via regular reporting, customized risk analysis, systematically generated risk reporting and risk tools​. 

A&R has a unique vantage point in the firm’s risk data flows that, when coupled with a deep understanding of client and market activities, allows it to build scalable workflows, processes and procedures to deliver actionable risk insights​. The following are core responsibilities for A&R: 

Delivering regular and reliable risk metrics, analytics & insights based on deep understanding of the firm’s businesses and its client activities. 

Building robust, systematic & efficient workflows, processes and procedures around the production of risk analytics​ for financial & non-financial risk, risk capital and regulatory reporting. 

Attesting to the quality, timeliness and completeness of the underlying data used to produce these analytics​. 

Qualifications, Skills & Aptitude  

Eligible candidates are preferred to have the following: 

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

Entrepreneurial, analytically creative, self-motivated and team-oriented. 

Excellent written, verbal and team-oriented communication skills. 

Experience with programming for extract transform load (ETL) operations and data analysis (including performance optimization) using languages such as, but not limited to, Python, Java, C++, SQL and R. 

[Vice President] 5+ years of financial risk industry experience.