Model Risk Management Analyst/Associate - Warsaw
The Risk group is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm.
RESPONSIBILITIES AND QUALIFICATIONS
HOW YOU WILL FULFILL YOUR POTENTIAL
- Use quantitative and analytical skills to analyse complex mathematical models, challenge assumptions and implementation
- Use market insight to review usage of models and highlight potential weaknesses and limitations.
- Design and implement alternative models to quantify model risk
- Lead discussion of model analysis results with business and senior management
SKILLS AND EXPERIENCES WE ARE LOOKING FOR
The MRM group looks for people with strong quantitative and technological background with an interest in the financial markets. Those who join should have strong communication skills with the ability to explain quantitative models in an intuitive way.
The group is looking for bright and dynamic individuals who:
- Have strong quantitative skills with a Ph. D or Master degree in a quantitative discipline (e.g., Physics, Mathematics, Statistics, Engineering, Computer Science)
- Have a strong background in programming and/or algorithms
- Are comfortable in explaining complex models in an intuitive way
- Are team players and have the ability to come up with solutions quickly, think through solutions with others
- Are comfortable in working in a fast paced environment
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., 2019. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.
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