Finance, Market Risk Management and Analysis, Controller Modeling, Sr. Analyst/Associate

The Goldman Sachs Group, Inc. is a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and high-net-worth individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in London, Frankfurt, Tokyo, Hong Kong and other major financial centers around the world.

We are currently seeking candidates for the Controller Modeling (CM) group within the Market Risk Management and Analysis (MRMA) Department. There are openings in both New York and London.

CM is a multidisciplinary group of quantitative experts focusing on independent price verification, and regulatory capital optimization. The group is primarily responsible for designing, implementing and maintaining quantitative models and large data analysis.


The responsibilities of the associates can include:

  • Developing price verification models. Models must capture the economic and statistical properties of the underlying market risk factors. An Associate will analyze the quality and availability of independent data inputs to the models, and will design them accordingly.
  • Analysis of large financial market and transaction datasets to gain insight on business indicators such as transaction costs and regulatory capital usage.
  • Implementing new models as well as providing ongoing testing and support for existing models.
  • Documentation and quality control of models.
  • Performing exotic structure pricing analyses.


In performing his/her job function an Associate will have the following opportunities:

  • Broad exposure to pricing and calibration models for a variety of products
  • Exposure to challenging quantitative problems such as modeling risks for derivatives, large scale Monte-Carlo simulations of complete portfolios across the firm, fast and accurate approximate market risk measurements, large data analytics.
  • Development of quantitative and programming skills as well as product and market knowledge.
  • Opportunities to work with product controllers in various areas of the firm.
  • Dynamic team work environment.

Basic QualificationsQualifications

  • PhD or Master's candidate in a quantitative field such as mathematics, physics, statistics or engineering.
  • Excellent command of mathematics, modeling and numerical algorithms. Good knowledge of statistics, data analytics and time series analysis a definite plus.
  • Strong programming skills and experience with an object oriented programming language (Java ok, C++ preferred).
  • Strong written and verbal communication skills.
  • Self-motivated team player

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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