To ensure uncompromising accuracy and timeliness in the delivery of critical risk metrics that support Goldman Sachs’ decision making process, our data platform is continuously growing and evolving. Capital Risk Engineering combines the principles of Computer Science, Mathematics and Finance to produce large scale, computationally intensive calculations of risk Goldman Sachs faces with each business transaction we engage in.
Requirements
- Experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
- Technologies: Scala, Java, Python, Spark, Linux and shell scripting, TDD (JUnit), build tools (Maven/Gradle/Ant)
- Experience with one or more major relational / object databases.
- Experience in working with process scheduling platforms like Apache Airflow.
- Should be ready to work in GS proprietary technology like Slang/SECDB
- An understanding of compute resources and the ability to interpret performance metrics (e.g., CPU, memory, threads, file handles).
- Knowledge and experience in distributed computing – parallel computation on a single machine like DASK, Distributed processing on Public Cloud.
Responsibilities
- Performance tune applications to improve memory and CPU utilization.
- Perform statistical analyses to identify trends and exceptions related Market Risk metrics.
- Build internal and external reporting for the output of risk metric calculation using data extraction tools, such as SQL, and data visualization tools, such as Tableau.
- Utilize web development technologies to facilitate application development for front end UI used for risk management actions
- Develop software for calculations using databases like Snowflake, Sybase IQ and distributed HDFS systems.
- Design and support batch processes using scheduling infrastructure for calculation and distributing data to other systems.
- Oversee junior technical team members in all aspects of Software Development Life Cycle (SDLC) including design, code review and production migrations.
Other
- This role is for a Senior Developer in large projects across a global team of developers and risk managers
- You will apply your prior experience and expertise of working in credit risk domain at a large bank or financial institution, and ramp up very quickly to work with the global team
- Interact with business users for resolving issues with applications.
- Bachelor’s degree in Computer Science, Mathematics, Electrical Engineering or related technical discipline
- 3-5 years’ experience working with risk technology teams in a large investment or retail bank, or a comparable financial institution.
