Quantitative Risk Analyst

3 weeks ago


Bengaluru, Karnataka, India Goldman Sachs Full time
Job Summary

The Risk Economics Strats team is a central part of the Goldman Sachs risk management framework, responsible for developing macroeconomic and financial scenarios for firm-wide scenario-based risk management, as well as analyzing large datasets of risk metrics to extract valuable insights about the firm's exposures.

Key Responsibilities
  • Develop and implement statistical models for credit loss forecasting, business-as-usual risk management, and regulatory stress testing requirements.
  • Research and develop coding infrastructure and environment to facilitate analysis related to scenario development, portfolio idiosyncratic risk, and credit loss impacts.
  • Collaborate with other teams to understand different use-cases in order to develop and refine models.
  • Provide overall support to the team to meet requirements for regulatory stress-testing and business-as-usual risk management calculations.
Requirements
  • Strong quantitative and analytical skills with advanced degree in a quantitative discipline and hands-on experience in handling data, model building, and programming.
  • Ability to quickly learn and utilize quantitative modeling techniques.
  • Excellent written and verbal communication skills.
  • Strong organizational skills, strong communication, and the ability to manage multiple assignments concurrently.
About Goldman Sachs

At Goldman Sachs, we commit our people, capital, and ideas to help our clients, shareholders, and the communities we serve to grow. We believe who you are makes you better at what you do and are committed to fostering and advancing diversity and inclusion in our own workplace and beyond.



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