Associate-Intermediate/Vice President with Goldman Sachs & Co. LLC in New York, NY.

Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)

RESPONSIBILITIES AND QUALIFICATIONS

Duties: Associate-Intermediate/Vice President with Goldman Sachs & Co. LLC in New York, NY. Work in the Credit Quantitative Analysis (CQA) team, which is responsible for developing quantitative and qualitative tools and methodologies for the assessment, pricing and risk management of risk exposures taken by the Firm. Responsibilities include: formulate strategies and render decisions related to the development of crucial risk assessment methodologies/models needed by the Firm for its day-to-day business activities; work with various teams within the Securities and Investment Banking Division to ensure that risks are appropriately measured and quantified; interact with external regulators, internal senior management and governance bodies to explain the Firmisk management methodologies and models and defend their in-built assumptions and limitations; lead the development of counterparty credit rating methodologies/models for onboarding and portfolio and risk management of credit exposures using a data-driven, statistical approach; develop pricing and simulation models for various financial asset classes such as equities and fixed income products and their derivatives, corporate and asset-backed loan products, and commodities-linked financial products; participate in the development of the Firmtress testing framework to meet regulatory requirements; supervise the documentation of the methodologies/models described above and work with the IT department to ensure their robust implementation.

Job Requirements: Masteregree (U.S. or foreign equivalent) in a technical field such as Science, Technology, Engineering or Mathematics. Four (4) years of experience in the job offered or a related quantitative finance role. Prior experience must include four (4) years: utilizing understanding of economics and financial markets that drive the pricing of financial instruments such as equity derivatives, interest rate products, credit linked products, structured products and commodities; utilizing mathematical, statistical and optimization methods including calculus, Monte Carlo simulation, linear and non-linear regression, probability theory, root-finding, likelihood estimation, and principle component analysis; utilizing computer programming tools for data analysis such as Python, R, Matlab and C++; communicating complex financial and mathematical concepts to non-technical audiences; interacting with bank regulators to explain complex mathematical modeling used for risk assessment; experience in the analysis and modeling of corporate financial statements; experience with the corporate credit rating methodologies of agencies like Standard & Poornd Moodyexperience with Basel IRB framework in various jurisdiction including the U.S., U.K., and EU; experience with the Federal Reserveomprehensive Capital Analysis and Review (CCAR) stress testing regime; applying machine learning techniques for risk segmentation.

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., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.