Market Risk and Capital Quantification Group
Risk Division, Jersey City
Risk Division, Jersey City
University of Michigan
Master’s Degree in Financial Engineering
Classical Piano, Jazz, early Electronic music
During the interview process, I was able to highlight my technical skills in statistical analysis and stochastic calculus, which appealed to the Market Risk group —where I ultimately landed the internship.
Currently, I am an associate in the Risk Division within the Market Risk and Capital Quantification Group. My team develops models intended to capture the P&L effect of changes in a large number of market variables and internal parameters across all the markets where the firm operates. This provides a comprehensive view of the changing positions within the firm under a hypothetical scenario representing stressed market conditions. This complex set of metrics is used to monitor the level of risk each business has and assist senior management in making decisions such as capital allocation.
I found a mentor during my internship who provided me tips on how to be a successful intern and gave me pointers on how to sharpen technical skills. She was a remarkable resource and was there every step of the way.
I’m a member of the firm’s Hispanic and Latino Network which organizes a series called “Catch-up with a Colleague”. This initiative matches colleagues randomly for a catch-up over coffee. I’ve met people from a variety of teams and make an effort to maintain these relationships. The chance to step away from the desk and meet someone whom you wouldn’t interact with normally is refreshing. I’ve been surprised by how much I’ve learned.
I love that my team is diverse, not only in terms of academic and prior work experience, but also in terms of cultural background. This diversity stems from the global nature of the firm, which became apparent to me during my orientation. Not only was the orientation program a great introduction to our businesses, but I met and became friends with peers from near and far. Now whenever I have the chance to travel to the London office or go home to Paris, I make an effort to connect with the peers in Europe that I met during orientation.
I chose Goldman Sachs because innovation matters to me. I was interested in the financial sector, but given my engineering background, I was looking for a company that embraces technology and innovation, which the firm clearly does. Working at Goldman Sachs allows me opportunities to use problem-solving skills in financial engineering such as innovating with data science techniques and using big data applications. There is so much opportunity to find things that you never knew you could enjoy so much – they’re just there for you to discover.