Model Risk Associate: Counterparty Credit Validation
The Goldman Sachs Group
The Goldman Sachs Group in Dallas, Texas, seeks a skilled professional to analyze counterparty credit risk models. The ideal candidate should possess a Master's degree in Mathematics, Computer Science, or a related field, with at least one year of relevant experience. Responsibilities include assessing model risks, documenting validation work using LaTeX, and collaborating with governance teams on compliance. Proficiency in Python and SQL is required. This role offers an opportunity to work on diverse asset classes and develop robust modeling techniques. #J-18808-Ljbffr The Goldman Sachs Group
Vacancy posted 14 hours ago
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