Home > Manhattan jobs > Manhattan miscellaneous jobs

Posted: Tuesday, February 6, 2018 10:25 PM

Assoc-Int/VP w/ Goldman Sachs & Co. LLC in NY, NY. Wrk in the Credit Quantitative Analysis (CQA) team, which is responsible for dvlpng quantitative & qualitative tools & methodologies for the assessment, pricing & risk mgmt of risk exposures taken by the Firm. Formulate strategies & render decisions rel to the dvlpmnt of crucial risk assessment methodologies/models needed by the Firm for its day-to-day bus activities. Reqs: Mstrs deg (U.S. or foreign equiv) in a tech field such as Sci, Tech, Engg or Math. 4 yrs of exp in the job offered or a rel quant fin role. Prior exp must incl 4 yrs: utilizing understanding of econ & fin mkts that drive the pricing of fin instruments such as equity derivatives, interest rate products, credit linked products, structured products & commodities; utilizing math, stat & optimization methods incl calculus, Monte Carlo simulation, linear & non-linear regression, probability theory, root-finding, likelihood estimation, & principle component analysis; utilizing comp prog tools for data analysis such as Python, R, Matlab & C++; communicating complex fin & math concepts to non-tech audiences; interacting w/ bank regulators to explain complex math modeling used for risk assessment; exp in the analysis & modeling of corporate fin statements; exp w/ the corporate credit rating methodologies of agencies like Standard & Poor's and Moody's; exp w/ Basel IRB framewrk in various jurisdiction incl the U.S., U.K., and EU; exp w the Fed Reserve's Comprehensive Capital Analysis & Review (CCAR) stress testing regime; applying machine learning techniques for risk segmentation. Job Code: RSK11718SKCRMA QUALIFIED APPLICANTS: Apply at & click on \"Careers.\" NO PHONE CALLS PLEASE. The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. T Jobs. Keywords: VP of IT, Location: New York, NY - 10282
Associated topics: administrative, administrative coordinator, asso, chief operations officer, document, front desk, food, operation, operations director, support


• Location: Manhattan

• Post ID: 158627112 manhattan is an interactive computer service that enables access by multiple users and should not be treated as the publisher or speaker of any information provided by another information content provider. © 2018