Model Risk Management Analyst/Associate
GOLDMAN SACHS
PL-Warsaw
15 d. temu

RISK

The Risk group is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm.

RESPONSIBILITIES AND QUALIFICATIONS

HOW YOU WILL FULFILL YOUR POTENTIAL

  • Assessing and quantifying model risk - the risk associated with the choice of models that are used to price exotic derivative transactions.
  • As financial derivatives become more complex, so do the models used to value and risk manage them. Our group focuses on developing alternative models to quantify the sensitivity to choice of different models.

  • Verification of model implementation, analysing all models used by the firm for valuing and risk managing derivatives contracts to ensure their consistency and validity.
  • Advising senior management on the risks associated with particularly large transactions.
  • SKILLS AND EXPERIENCES WE ARE LOOKING FOR

    The MRM group looks for people with strong quantitative and technological background with an interest in the financial markets.

    Those who join should have strong communication skills with the ability to explain quantitative models in an intuitive way.

    The group is looking for bright and dynamic individuals who :

  • Have strong quantitative skills with a Ph. D or Master degree in a quantitative discipline (e.g., Physics, Mathematics, Statistics, Engineering, Computer Science)
  • Have a strong background in programming and / or algorithms
  • Are comfortable in explaining complex models in an intuitive way
  • Are team players and have the ability to come up with solutions quickly, think through solutions with others
  • Are comfortable in working in a fast paced environment
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