Quantitative Risk Analyst

2 tygodni temu


Warszawa, Mazovia, Polska Goldman Sachs Pełny etat

Risk Management Expertise

At Goldman Sachs, we are seeking a highly skilled Quantitative Modeller to join our Risk division. This team is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm.

The successful candidate will work closely with our Risk Engineering team, providing robust metrics, data-driven insights, and effective technologies for risk management.

Key Responsibilities

  • 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.
  • Implement, maintain, and test models using proprietary object database and programming language.
  • Coordinate across multiple groups, including other teams of quantitative modellers, technology, and controllers to implement the new capital regulations.
  • Communicate clearly complex modelling concepts with internal and external stakeholders such as risk managers, senior management, and regulators.
  • Perform quantitative analysis and facilitate understanding of the risk for a variety of financial derivatives across all asset classes, including exotic products.

Requirements

  • We consider candidates with all degree types in a quantitative discipline (Engineering, Mathematics, Physics, Statistics, Econometrics, Computer Science).
  • Excellent problem-solving, analytical thinking, and interpersonal skills.
  • Strong programming skills and interest in model development/optimization/refactoring/debugging.
  • Exceptional written and verbal communication skills – ability to explain complex modelling concepts to a non-technical audience.
  • Ability to multi-task and managing deliverables across multiple stakeholders.

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