Risk - Salt Lake City, UT- Vice President Liquidity Risk - 7993668
The Goldman Sachs Group | |
United States, Utah, Salt Lake City | |
Dec 20, 2024 | |
Job Duties: Vice President Liquidity Risk with Goldman Sachs & Co. LLC in Salt Lake City, Utah. Identify, monitor, and evaluate the liquidity risk by establishing liquidity risk appetite, leading liquidity stress testing initiatives, and providing liquidity risk oversight and challenge. Lead the Secured Funding team within Liquidity Risk, assessing and enhancing the firms risk capture and limit setting on liquidity risks associated with the firm's securities financing transactions. Monitor and assess changes to the US Broker-Dealers' liquidity and liquidity risk positions, providing assessment and analyses to management through local risk committees and in management forums as required. Review implementation of Reg YY liquidity stress tests, review interpretations, and manage discussions with regulators and the broader industry. Impact assessment of changes in the Firm's activities on regulatory liquidity stress tests, such as Net Stable Funding Ratio (NSFR) and Liquidity Coverage Ratio (LCR), producing assessment and presentations to management on key drivers and risks. Engage with regulators on the Firm's liquidity risk, clarify rule interpretations, respond to analysis and data requests, and support advocacy discussions. Manage and maintain active communication with US Regulators, including Federal Reserve Bank of New York, with respect to the Firm's liquidity risks, stress testing and limit positions, reviews, and enhancements. Job Requirements: Master's degree (U.S. or foreign equivalent) in Finance, Financial Engineering, Applied Mathematics, Chemical Engineering, or 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 Finance, Financial Engineering, Applied Mathematics, Chemical Engineering, or 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 a Master's degree) or five (5) years of experience (with a Bachelor's degree) with: financial services regulatory developments such as Regulation YY and Basel regulatory liquidity frameworks; utilizing data analytical tools including Microsoft Excel, Structured Query Language (SQL), and Python to provide quantitative assessment of liquidity positions and risks; performing statistical analyses to assess scale and cause of changes to funding; securities and derivatives markets including securities financing transactions, prime finance, and derivatives margining; and utilizing Microsoft PowerPoint to present analyses on review of risks and portfolio positions to management and other internal and external stakeholders. The Goldman Sachs Group, Inc., 2024. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity. |