Credit Risk Management and Advisory, Regulatory Analytics, Analyst, Salt Lake City

The Credit Risk Management & Advisory Department (“CRMA”) is a central part of the Goldman Sachs risk management framework, with primary responsibility for analyzing, monitoring, managing and reporting credit risk at the Firm. CRMA is staffed globally with offices including New York, London, Frankfurt, Salt Lake City, Singapore, Hong Kong and Tokyo. As a member of CRMA you will interface with a variety of divisions around the firm (Legal, Compliance, Operations, etc.) as well as the other regional CRMA offices. The interaction with numerous departments and the diverse projects that ensue allow for a challenging, varied and multi-dimensional work environment.

We partner with other divisions in the firm and externally with clients and supervisors to support the firm’s wide array of banking and trading business. CRMA professionals are part of the value proposition of the firm and we balance our key functional responsibility of control with that of being commercial. CRMA has strong traditions of risk management, client service excellence and career development opportunities for our people.

As a member of the Regulatory and Analytics Team within CRMA, you will play a key role in the credit risk management function and overall capital adequacy process at Goldman Sachs. The team is responsible for aspects of the firm’s credit risk-related regulatory requirements including financial statement disclosure, risk-based capital requirements (Basel III) and Comprehensive Capital Analysis and Review (CCAR) as well as risk reporting to the firm’s senior management.

Key Responsibilities

  • Develop and implement risk analytics and data visualizations for use in managing and reporting credit risk taken by the Firm. This work may include:

oWork with credit risk teams to develop and maintain analytics dashboards and reports using SQL, VBA, Excel and other tools

oWork with technology and risk managers to source data and implement data checks

oDevelop and document end-to-end workflows

  • Build and maintain cross-divisional relationships while providing businesses and control functions with ongoing updates on risk metrics and regulations
  • Produce and present credit risk profile reports to help management and regulators understand the credit exposure profile and trend
  • Monitor and ensure key credit risk capital parameters such as EAD, PD, LGD, CVA VaR and RWA etc are correct

Basic Qualifications•Experience creating and analyzing data visualizations to guide decision making

  • Computer science background or experience in programming and data mining especially using object oriented languages such as python or Java or C
  • Demonstrated, proactive interest in financial markets

Preferred Qualifications•Highly motivated, enthusiastic and assertive problem solver

  • Analytically-inclined team player
  • Detail-oriented with a commitment to quality and control
  • Strong written and verbal communication skills

Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. © The Goldman Sachs Group, Inc., 2015. All rights reserved.


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