VP, Quantitative Engineering: Build Predictive Risk Models
Goldman Sachs Bank AG
Goldman Sachs & Co. LLC in Salt Lake City invites a Vice President in Quantitative Engineering to lead scenario development for firm-wide business areas. You will analyze data, design and implement models, and improve risk analytics in collaboration with internal partners. Applicants should hold an advanced quantitative degree with substantial programming experience (C++, Java, Python) and a strong grasp of stochastic calculus and pricing theory. #J-18808-Ljbffr Goldman Sachs Bank AG
Vacancy posted 1 day ago
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