Quantitative Risk Modeler

2 weeks ago


Bengaluru, Karnataka, India Goldman Sachs Full time

About Our Team

The Risk Economics Strats (RES) 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.

Our team interfaces with a wide array of divisional, finance and risk management groups across the firm, making for a challenging and multifaceted work environment.

We are seeking a highly skilled Quantitative Risk Modeler to join our team, with strong quantitative and analytical skills and hands-on experience in handling data, model building and programming.

  • Develop and implement statistical models for credit loss forecasting and business-as-usual risk management requirements
  • Collaborate with other teams to understand different use-cases and refine models
  • Document loss forecasting, stressed capital models and methodologies for both internal and regulatory requirements

Requirements

  • Advanced degree in a quantitative discipline
  • 3-5 years of experience in financial modeling, loss forecasting and business analytics related roles
  • Experience with statistical techniques including segmentation, decision trees and other advanced risk predictive modeling methods


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