Credit Risk Stratification Expert

1 dzień temu


Warszawa, Mazovia, Polska Goldman Sachs Bank AG Pełny etat
Responsibilities and Deliverables
  1. Design, implement, and maintain quantitative measures used in the Counterparty Credit Risk area, such as Expected Exposure, Credit Valuation Adjustment, and Potential Exposure for risk management.
  2. Implement, maintain, and test models using proprietary object database and programming language.
  3. Coordinate across multiple groups, including other teams of quantitative modellers, technology, and controllers to implement the new capital regulations.


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