Risk Division, Market Risk and Capital Analysis (MRCA) Group, Analyst/Associate, Tokyo

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • CDI, Plein-temps
  • Goldman Sachs International
  • 22 sept. 18 2018-09-22

Risk Division, Market Risk and Capital Analysis (MRCA) Group, Analyst/Associate, Tokyo

MORE ABOUT THIS JOB RISK
The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm.

YOUR IMPACT
Are you a high performing risk manager looking for an opportunity to join a world class financial institution? We're looking for talented and motivated professionals to join our Market Risk and Capital Analysis (MRCA) group as we grow to meet our responsibilities across the full range of product and regulatory deliverables.

HOW YOU WILL FULFILL YOUR POTENTIAL
The Analyst/Associate will be a member of the Tokyo team of the Market Risk and Capital Analysis (MRCA) group in the Market Risk Management and Analysis (MRMA) Department.

The primary roles of the MRMA Department are to develop appropriate measures of market risk; to use these measures to monitor the market risk that The Goldman Sachs Group, Inc. and its affiliates (the "firm") is exposed to and to recommend to the Firmwide Risk Committee appropriate market-risk limits; to recommend policies and standards for model development; and to report on market risk, including compliance with market-risk limits, to the firm's senior managers and regulatory authorities. MRMA is also responsible for the calculation, analysis and reporting of market risk capital requirements for the firm and associated businesses.
The Market Risk and Capital Analysis (MRCA) group within MRMA is responsible for providing independent reporting and quantitative analysis of market risk of the firm's trading portfolios. The group interacts on a regular basis with traders and front line risk managers / desk heads. The group is responsible for ensuring that material risks are communicated to the firm's senior management and also for monitoring adherence to established limits.

The team in Tokyo regularly interacts with Japanese regulators to address regulatory inquiries, reporting's, and inspections relating to Market Risk.

Responsibilities

  • Daily/weekly monitoring and analysis of Market Risk across several business units.
  • Provide ongoing expert commentary on drivers of risk profile changes to senior management and external parties.
  • Maintain constant dialogue with other areas of MRMA including modeling and technology teams to understand changes and resolve issues.
  • Monitor adherence to established risk limits and ensure material risks effectively communicated to Firm's senior management.
  • Build relationships with regulators through interactions such as addressing inquiries, reportings, and inspection.

Opportunities
In performing his/her job functions, the Analyst/Associate will have the following opportunities:
  • Opportunities to learn -
Broad exposure to risk and capital issues for many businesses and products
  • Challenging problems -
Exposures to challenging problems such as the analysis of new products / activities, and respective impacts for the firm and its businesses.
  • Utilize finance/quant knowledge -
Opportunities to utilize quantitative and programming skills as well as products and markets knowledge
  • Interaction with other groups -
Opportunities to work with risk managers/analysts, traders/strategists, risk modelers, corporate treasury, regulators and others.
  • Team work environment -
Dynamic team work environment, clear department goals, and access to senior department managers

RESPONSIBILITIES AND QUALIFICATIONS Basic Qualifications
  • Strong quantitative and analytical skills
  • Ability to work in close coordination with others as part of a team and interact directly with a wide group of professionals throughout the firm
  • Strong written and verbal communication skills
  • Fluency in both English and Japanese required
  • Highly motivated, self-starter who takes initiative
  • Experience and understanding of markets and different asset classes.
  • Degree in business, mathematics, finance, economics, or related field
  • Familiarity with derivatives, which constitute the greatest concentration of market risk, and market risk measures (e.g. VaR)
  • Strong Excel skills


ABOUT GOLDMAN SACHS The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.

© The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.