Job Description:

SFL Strats - Data Scientist - FICC Technology

Location(s)

US-NY-New York

MORE ABOUT THIS JOB

What We Do

The Structured Finance & Lending (SFL) business often involves creating solutions customized to each client's specific needs/situations.In the past years, our focus has put on create new digital platform for structured products, which will be integrated under GS Marquee strategy. Our asset universe covers a vast spectrum of products, including repo, loans, ABS and derivatives, therefore a uniform digital platform is crucial to manage and scale up the business.

Your Impact

SFL Strats is responsible for delivering quantitative solutions and digital tools to SFL business as well as our institutional client. We design and build highly scalable applications that provide access to Goldman Sachs content and risk system. These applications help to transform and simplify client experiences while generating new revenue streams and building a business leader in lending market.

We are looking for a data scientist that will help us discover the information hidden in vast amounts of data, and help us make smarter decisions to deliver even better products. Your primary focus will be in applying data mining techniques, building high quality prediction model for asset pricing and automating credit surveillance tool to streamline the underwriting process.

SFL Strats is a business driven team, composed of talented and passionate professionals working to change the landscape of lending world. Here you will gain familiarity with a wide range of asset classes & risk factors despite sitting in a single business. This provides an invaluable and unusual opportunity to build a deep foundation of product knowledge.

As a SFL Strategist, you will have the opportunity to work closely with trading, sales and clients, to get a better understanding of the business and build influential solutions with State-Of-The-Art technology.

RESPONSIBILITIES AND QUALIFICATIONS

Responsibilities

Work on some of the most complex technical and modelling challenges in combination of data and finance
• Select features, build classifier and predictor, and optimize result using state-of-the-art methods


• Enhance data collection procedures to include information that is relevant for building analytic systems


• Process, cleanse, and verify the integrity of data used for analysis


• Perform ad-hoc analysis and present results in a business friendly manner

Who We Look For

• Data-oriented person and passionate to study new technology


• Ability to work in a high-pressure and agile environment


• Good work ethic and eagerness to learn from the foremost experts in finance and technology who are diverse in their academic and social backgrounds

Basic Qualifications

• Bachelor's degree or above in Computer Science, Mathematics, Electrical Engineering or related technical discipline.


• 2-year experience in data scientist or academic work related to Machine Learning / Artificial Intelligence.


• Strong knowledge of data structures and algorithms.


• Strong problem solving and analytical skills.

Preferred Qualifications in One or More

• Excellent understanding of machine learning techniques and algorithms, such as Logistic Regression, Naive Bayes, Decision Forests, Neural Network, etc.


• Experience with common data science toolkits, such as NumPy, Sklearn, TensorFlow, etc.


• Experience with NoSQL databases, such as MongoDB, Cassandra, HBase, etc.


• Experience with GPU or distributed computing.


• Good applied statistics skills, such as distributions, statistical testing, regression, etc.


• Good scripting or programming skills (like C++, Python or other widely used backend language)

ABOUT GOLDMAN SACHS

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 atGS.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