Model Validation Expert

6 dni temu


Warszawa, Mazovia, Polska Goldman Sachs Group, Inc. Pełny etat

Giving back to society is one of the core values at Goldman Sachs. We believe who you are makes you better at what you do. Our diversity and inclusion initiatives ensure every individual within our firm has opportunities to grow professionally and personally.

Job Description

The Model Risk Management (MRM) group is responsible for independent oversight and approval of all our quantitative models. We ensure compliance with internal and supervisory standards by employing mathematical methods like stochastic processes, machine learning, optimization techniques, statistical analyses, and numerical techniques.

  • Perform validation and approval of our models by verifying conceptual soundness, methodology, and implementation, and by identifying limitations and uncertainties.
  • Assess and quantify model risk by developing alternative benchmark models.
  • Oversee monitoring of ongoing model performance.
  • Communicate validation outcomes to key stakeholders and management.


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