Capital Management Analyst

7 dni temu


Warszawa, Mazovia, Polska Goldman Sachs Pełny etat

Job Description: Quantitative Modeller

This role is part of the Goldman Sachs Risk Division, specifically within the Credit Risk Strats team. As a Quantitative Modeller, you will be working on creating and implementing quantitative measures of risk used in Counterparty Credit Risk, such as Expected Exposure and Credit Valuation Adjustment. You will also be contributing to the development of Stress Testing frameworks to determine capital requirements.

Responsibilities:

  • Develop and maintain quantitative measures of risk used in Counterparty Credit Risk area.
  • Implement models in production using sophisticated software and design tests to ensure accuracy.
  • Coordinate with multiple groups to implement new capital regulations.
  • Communicate complex mathematical concepts with internal and external stakeholders.
  • Perform quantitative analysis and facilitate understanding of risk for various financial derivatives.


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