• Developer- Capital Measurement and Analysis (CMA) – Controllers Engineering

    Location(s) UK-London
    Job ID
    2019-57498
    Schedule Type
    Full Time
    Level
    Associate
    Function(s)
    Engineering
    Region
    EMEA
    Division
    Engineering
    Business Unit
    Controllers Engineering
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

    In Finance Engineering, you’ll find an exciting confluence of computer science, finance and mathematics being used to solve for what our shareholders would like from us – a high return for the right risk taken.

    Calculation of the Firm’s capital requirement, with full attribution to the consuming businesses/trading activity, is key to enabling the Firm to profitably navigate the evolving regulatory landscape. Forward-looking business strategies and decisions, projection of returns are informed by these metrics.

    The CMA team develops Controllers calculators and analytical tools for the Firm to measure and manage its Regulatory Capital.

     

    At Goldman Sachs, our culture is one of teamwork, innovation and meritocracy. We often say our people are our greatest asset and we take pride in supporting each colleague both professionally and personally.  From collaborative work spaces and mindfulness classes to working from home and flexible work options, we offer our people the support they need to reach their goals in and outside the office.

     

    YOUR IMPACT:

    Capital Measurement & Analytics (CMA) engineers are responsible for designing and implementing solutions to measure, analyze, and project the firm’s capital calculations. In a regulatory environment where trading activity is constrained by the associated capital requirement, the frequent and timely calculation of the firm's capital requirements -- together with fully-attributing to the business / trading desks that consume that capital -- is critical. Forward-looking business strategies and decisions are informed by these metrics; the ability to evaluate the marginal contribution of any proposed transaction against the entire firm's inventory is a key capability to accurately project returns and enable the firm to profitably navigate the evolving regulatory landscape. The CMA Team globally (US, UK, India) develops and manages the calculators and analytical tools that controllers, risk management, and deal-making teams use to project, monitor and report externally the firm's regulatory capital requirement under various regimes for both regular activity and under stress scenarios.

    Our team of finance engineers build solutions to the most complex problems. We develop cutting-edge systems and processes that form the core of our key business and enable transactions to move in milliseconds. We provide real-time access to critical deal information and crunch billions of data points each day to inform firm-wide market insights and strategies. Team members have the opportunity to work at the forefront of technology innovation alongside industry leaders and make significant contributions to the field.

    The primary function of the team is to build various capital calculation and projection efforts across the firm, and respond to changes in the regulatory environment. This includes building a unified view of capital inputs with a consistent API that will be used for calculations, analytics, reporting, workflow enhancements and visualization. Engineers on the team will:

    RESPONSIBILITIES AND QUALIFICATIONS

    HOW YOU WILL FULFILL YOUR POTENTIAL:

    • Measure the Firm's capital requirements in normal as well as under stressed scenarios to help develop forward capital actions (dividend distributions and share repurchases)
    • Apply analytics to derive business strategies for optimal utilization of capital
    • Attribute to businesses that consume capital to provide transparency into the profitability of the business
    • Work with firm's federation (Finance and Risk) and revenue producing divisions (e.g. Securities, Investment Banking etc.) to develop our capital management calculations and analytics processes
    • Manage end-to-end systems development cycle from requirements analysis, coding, testing, UAT and maintenance
    • Apply machine learning techniques for data anomaly detection to enhance our analytical tools
    • Design and develop architecture to perform complex calculations on distributed frameworks

     SKILLS AND EXPERIENCE WE ARE LOOKING FOR :

     

    BASIC QUALIFICATIONS 

    • Bachelors or Masters degree in Computer Science, Mathematics, Electrical Engineering or related technical discipline
    • Experience in software development, including a clear understanding of data modeling (i.e., Python, Spark, etc.), Java, functional languages (e.g., Slang), and core programming concepts
    • Strong interest in enhancing the infrastructure, along with developing commercial solutions
    • Strong analytical and problem solving skills – demonstrated ability to learn technologies and apply
    • Comfortable multi-tasking, managing multiple stakeholders and working as part of a team
    • Excellent interpersonal/communication skills, both written and verbal
    • 3+ years of technology programming experience

     

     PREFERRED QUALIFICATIONS 

    • Knowledge of data analytics, principles of risk analysis and capital regulation (e.g. Basel3, CCAR) a plus
    • Comfortable working in highly dynamic and rapid development environment
    • Technologies: Web/RESTful service development: HTML 5, JavaScript/AngularJS, JSON
    • Technologies: Linux and shell scripting, TDD (JUnit), build tools (Maven/Gradle/Ant), Scala, Spark, Tableau

    ABOUT GOLDMAN SACHS

    ABOUT GOLDMAN SACHS

    At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

    We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.

    We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html



    © The Goldman Sachs Group, Inc., 2020. All rights reserved.
    Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity

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