Controllers-Bengaluru-Vice President-Quantitative Engineering

What we do

At Goldman Sachs, our Engineers don’t just make things – we make things possible.  Change the world by connecting people and capital with ideas.  Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action.  Create new businesses, transform finance, and explore a world of opportunity at the speed of markets.

The Controllers division is responsible for financial control and regulatory obligations of the firm. They safeguard the assets of the firm through an independent scrutiny of the financial information and ensure accurate reporting to internal and external consumers. They provide critical metrics and related analysis to the firm’s and divisions’ leadership to navigate the evolving business strategy, including incumbent and strategic initiatives.  

Controllers play an important role in the changing landscape of the firm, including its new business ventures and acquisitions, and ensure that these new initiatives are in line with the regulatory expectations as well as controlled in terms of their incorporation into the firm.

Your Impact:

Controllers Strats is a multidisciplinary group of quantitative experts within the controllers division, that help ensure the firm meets all of its financial control and reporting obligations. Working in small and nimble teams, we build critical and complex quantitative solutions across multiple areas:

• Independent price verification models that govern key business strategies and decisions related to valuation of products including complex derivatives and hard to value private investments.
• Revenue analysis and modelling that governs new activity review, valuation adjustments and analytics for sign-off of daily P&L for all market making desks.
• Regulatory Capital models for key externally reported capital metrics that play a key role in determining forward-looking business strategies and decisions in an evolving regulatory landscape.

Why join the team? 

• Gain exposure to quantitative models that span over multiple disciplines including statistics, data analytics, machine learning, stochastic calculus, convex optimization.
• Tackle quantitative problems like modeling risks for derivatives and large scale optimization problems.
• Apply machine learning and data science skills in finance.
• Understand regulatory frameworks and manage capital resources using quantitative skills.
• Autonomy: Engage with business users and engineers to propose tailored solutions.

Responsibilities 

• Build and own models in the key focus areas highlighted above which are Independent Price Verification, Regulatory Capital and Revenue.
• Work in a dynamic, fast-paced environment that provides exposure to all verticals of the firm’s business.
• Build strong relationships with business partners and senior stakeholders.
• Ensure firm’s compliance with critical regulatory requirements.
• Identify opportunities for cross-divisional collaboration and reuse of common solutions
• Provide technical and functional guidance and leadership to junior members.[ only for VP / associate ]

 Qualifications

• PhD, Master’s or bachelor’s degree in a quantitative field such as mathematics, physics, statistics or engineering.
• Experience in financial modeling
• Excellent command of mathematics, modeling and numerical algorithms. Exposure to machine learning and data science skills, and applications in finance is a plus.
• Ability to implement coding solutions to quantitative problems, experience in developing finance and statistics-based applications and proficiency in at least one programming language such as Slang, Python, C, C++ 
• Excellent communication skills including experience speaking to technical and business audiences and working globally.
• Ability to multi-task and prioritize work effectively.

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