AMD, GSAM, Fixed Income Global Portfolio Construction and Risk Management, Vice President

Company: Goldman Sachs
Location: New York
Posted on: June 12, 2021

Job Description:

MORE ABOUT THIS JOB

Goldman Sachs Asset Management (AMD)

Goldman Sachs Asset Management (GSAM) delivers innovative investment solutions through a global, multi-product platform that offers clients the advantages that come with working with a large firm, while maintaining the benefits of a boutique. GSAM is one of the pre-eminent investment management organizations globally. Critical to the success of GSAM is our ability to leverage a global team of talented professionals to define solutions and lead change across the operational infrastructure.

GSAM is a global leader among Fixed Income managers. We have been managing Fixed Income assets for more than 20 years. Our investment philosophy and process are built around one core concept: empower experts in each sector of the market to deliver value. Our model is formulated on the belief that sector specialist teams have a vested interest in success. Portfolios are driven by diverse sources of alpha, including both top down and bottom up analysis. Risk management is integral to our process.

RESPONSIBILITIES AND QUALIFICATIONS

Portfolio Construction and Risk Management team is responsible for risk analytics, attribution, and portfolio construction across our entire global fixed income platform and plays a key advisory role to the Fixed Income Strategy Group and co-CIOs of global fixed income. The team regularly meets with portfolio managers to review performance, and key market risks and is also responsible for the maintenance and development of the Global Risk Model.

Principal Position Responsibilities:

• Monitor risk exposures and proactively engage with the investment teams to manage risk
• Aggregate information from a variety of sources and create thorough reports detailing the portfolio construction and positioning risks
• Risk Management - Produce ad hoc analyses and effectively communicate to risk queries from PMs
• Strategic Development - Work with risk strategists in developing tools to enhance the team's risk monitoring abilities
• Support the Global Risk Model (GRM) and review daily risk exception report
• Meet with clients for due diligence meetings and GRM demonstrations

Basic Qualifications

• Highly skilled analytically (Math/Statistics/Finance background preferred)
• Keen attention to detail
• Strong understanding of risk and statistics, regression analysis, stress tests, tail exposure
• Excellent written and oral communication skill
• Proficient in Excel and PowerPoint
• Ability to multi-task and meet multiple deadlines
• Team player
• Interest in Fixed Income markets

ABOUT GOLDMAN SACHS

ABOUT GOLDMAN SACHSAt 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

The Goldman Sachs Group, Inc., 2021. All rights reserved.Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity

Keywords: Goldman Sachs, New York , AMD, GSAM, Fixed Income Global Portfolio Construction and Risk Management, Vice President, Other , New York, New York