Job Description

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Job Duties: Vice President with Goldman Sachs & Co. LLC in Salt Lake City, Utah. Create and maintain advanced business intelligence solutions built on Tableau, including dashboards covering the firm\'s Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Modeled Liquidity Outflows (MLO), among other key metrics, that are circulated to and discussed with senior management and regulatory authorities. Transform and blend the data using various data modelling techniques like dimension, hierarchal, and entity-attribute modeling to normalize data across various data sources and optimize response time. Review and sign-off on daily liquidity stress testing metrics reporting that is used for sizing liquidity buffers and informing senior management and regulators about the firm\'s spot liquidity stress metrics. Analyze transaction data to determine the impact of various factors on the firm\'s overall liquidity, Global Core Liquid Assets (GCLA) and regulatory liquidity metrics, such as LCR, NSFR, MLO, and Parent Core Excess (PCE), among others. Explain changes in the firm\'s liquidity risk metrics to senior management in the Risk Division, Corporate Treasury, as well as to regulators from the Federal Reserve Board (FRB) and Federal Depository Insurance Corporation (FDIC), among others. Extract data by developing complex Structured Query Language (SQL) queries, SQL stored procedures, and creating SQL views that can be used repetitively. Liaise with strategists and technologists to design scalable data structures so they can be distributed to make data storage and retrieval easier and faster. Interpret corresponding implications on liquidity and create analytical tools to provide transparency behind the business drivers of the firm\'s liquidity metrics.

Job Requirements: Master\'s degree (U.S. or foreign equivalent) in Computer Science, Computer Engineering, Applied Mathematics and Statistics, Financial Engineering, or a related field and three (3) years of experience in the job offered or in a related role OR Bachelor\'s degree (U.S. or foreign equivalent) in Computer Science, Computer Engineering, Applied Mathematics and Statistics, Financial Engineering, or a related field and five (5) years of experience in the job offered or in a related role. Prior experience must include three (3) years of experience with Master\'s degree or five (5) years of experience with Bachelor\'s degree with the following: applying engineering and statistical techniques to the development of analytical models; working with users to understand business requirements to design and develop low-cost and adoptive technical solutions; and working with data management, including data flows, data mining, or data modeling. Prior experience must include two (2) years of experience with: developing analytical models for liquidity risk management, examining risk factors impacting financial security, and analyzing and explaining market trends; and risk management at a large financial institution or a consulting organization, including experience in liquidity, regulatory, or deposit risk.

\xc2\xa9The Goldman Sachs Group, Inc., 2023. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity.

Goldman Sachs