Data Driven Risk Specialist

6 dni temu


Warszawa, Mazovia, Polska Goldman Sachs Pełny etat
Role and Responsibilities

The successful candidate will work as a Quantitative Modeller in the Credit Risk Strats team, where they will develop, implement, and maintain quantitative measures used in the Counterparty Credit Risk area.

Responsibilities include:

  • Implementing models in production using advanced software
  • Coordinating with cross-functional teams to implement regulatory requirements
  • Providing guidance on quantitative analysis to junior professionals
  • Communicating complex ideas to both technical and non-technical audiences


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