Compliance- Surveillance Analytics- Modeller- Analyst/Associate-Bangalore
- Job id
- Full/Part Time
Job Summary & ResponsibilitiesGoldman Sachs is looking to recruit an Analyst / Associate for the surveillance analytics group of its compliance division.
The Surveillance analytics group, CSSG, within Global Compliance is responsible for helping the firm to manage its reputational and regulatory risk via quantitative modeling. This includes projects such as:
▪ Designing and developing complex, profile based, surveillances with a strong emphasis on analytical models
▪ Developing quantitative solutions for key risks for compliance divisions across the firm (Global Surveillance, Securities division, Investment Banking, Merchant Banking, Asset Management , and Investment Research )
▪ Leading global compliance initiatives focused on business process restructuring
The group works closely with Compliance Senior Management, Compliance Officers, Business and Technology organizations to define, prioritize and lead various initiatives. Some of the key concepts which the team is and has been working on involve:
Internal/external transaction analysis
Market Manipulation scenarios
Transaction analysis, Profit calculations
Risk scoring systems
Abnormal return analysis
Performance analysis, contribution analysis
Summary of the Role:
The role will entail the application of quantitative and financial engineering concepts to surveillance design and testing. The chosen candidate will regularly perform analysis of large data sets, applying statistical techniques to identify key risks such as anomalous trading behavior, unusual asset movements, potential market manipulation, etc.
The role is based in Bangalore, India and the candidate would be integrating closely with the New York team. The candidate will also work with Technology and Strat teams across, in order to build and test prototype models to address relevant risks, incorporating a breadth of financial products such as money transfers and equity/credit (including OTC/derivative products).
Basic Qualifications▪ Masters degree in Finance with engineering background or a Masters in Quantitative Finance. Alternately, s/he may be a CFA holder with engineering background and relevant work experience
▪ 2-5 years of relevant work experience
▪ Expertise in statistics and quantitative analysis
▪ Ideal candidate to have exposure to quantitative concepts in any/multiple of the below
▪ Quantitative risk management and portfolio theory
▪ Econometric modeling and financial analysis
▪ Knowledge of the financial industry, specially products in equity, fixed income, credit derivatives, and structured products
▪ Comfortable with coding and use of statistical software packages
▪ Ability to analyze and work with large data sets
Preferred Qualifications▪ Experience working as part of a global team
▪ Ability to work well in a multi tasking environment and deliver under pressure
▪ Ability to communicate effectively with management (verbal and written)
▪ Outstanding client service experience
Goldman Sachs is an equal opportunity employer. © The Goldman Sachs Group, Inc., 2014. All rights reserved.