This job has expired, please see additional jobs below
Risk, Credit Quantitative Analysis Model Documentation Team, Associate/Vice President, Irving
Goldman Sachs
Irving, TX, United States
Job Details - this job has expired, please see similar jobs below
MORE ABOUT THIS JOB
The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm.
The CRMA Department at Goldman Sachs is seeking a candidate to join its Credit Quantitative Analysis team (CQA) in Irving, Texas. CQA is responsible for developing quantitative pricing and risk management models for credit risk and hedge fund risk.
RESPONSIBILITIES AND QUALIFICATIONS
Responsibilities:
• Participating in development of simulation models for credit risk computations. This involves designing and implementing methodologies to identify risk factors and capture their financial and statistical characteristics. Model development will be based on a deep understanding of derivatives pricing theory, financial markets and instruments, as well as statistical model building
• Fast approximation of credit risk measurements.
• Working on quantitative regulatory projects. Will require interacting with regulators and making presentations internally.
• Writing high-quality technical documentation.
• Opportunities to work with other groups in various areas of the firm.
• Dynamic team-work environment.
Qualifications:
• Advanced degree (PhD or Masters) in a quantitative subject (Math, Physics, Engineering).
• Programming experience in Matlab, C++, C#, Python or Java
• Excellent written and verbal communication skills.
• Knowledge of derivative pricing and financial markets is preferred.
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., 2017. All rights reserved
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.