What We Do
Who We Look For
RESPONSIBILITIES AND QUALIFICATIONS:
- Partnering with business units and broader Credit department to assess data availability, data sufficiency, and appropriate modelling approaches
- Developing and monitoring the risk models and/or segmentation specific to the retail/securitization exposures
- Quantification of the Basel risk parameters utilizing the models/segmentation
- Documenting the model development/quantification procedures
- Performing the ongoing Model/Segmentation validation tests assessing the strength/stability/accuracy of the models
- Establishing requirements for data maintenance and management and working with Technology on implementation
- Strong quantitative and analytical skills with a degree in a quantitative discipline (Statistics, Mathematics, Applied Mathematics etc.). Master’s degree preferred.
- Strong Excel skills and experience using a data querying language (SAS, SQL)
- Strong writing, presentation and communication skills
- Strong project management / organizational skills and the ability to manage multiple assignments concurrently
ABOUT GOLDMAN SACHS:
We believe who you are makes you better at what you do. We’re committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.
We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity
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