Independent Risk & Data Validation Analyst

Goldman Sachs Group, Inc.; Warszawa; Hybrid; PLN 90,000 - 160,000; Full time

Job summary

Goldman Sachs is seeking a Risk, Risk Testing Group Analyst in Warsaw to perform independent reviews of risk data, models, and controls across credit, market, and liquidity risk. The role involves collaborating with stakeholders and regulators, and applying data-driven methodologies in a fast-paced environment.

Ideal candidates have 1–3 years in risk management, strong programming skills in C++ or Python, and solid SQL/data analytics capabilities, with a mindset for innovation and risk

Qualifications

• 1-3 years of qualitative and quantitative risk management experience (credit, market and liquidity risk)
• Programming skills and experience with an object-oriented programming language such as C++ or Python
• Proficiency in SQL and data analytics tools for querying, modifying and analyzing large datasets

Responsibilities

• Develop an understanding of firm’s risk management framework, models, methodology, techniques, and processes, aligned with regulatory expectations
• Perform independent reviews for credit, market, and liquidity risks, and capital frameworks, applying structured analytical and data-driven review methodologies
• Perform independent validation of data architecture and IT infrastructure, technology systems and platforms, databases, code, data pipelines and data-lineage controls that support risk data aggregation frameworks, in line with BCBS 239 principles
• Design and deploy generative AI, advanced analytics and automation solutions across the independent validation function, including control testing, data profiling and transaction monitoring.
• Develop and maintain effective stakeholder relationships, and present results to senior management committees and regulators

Skills

Risk management

C++

Python

SQL

Job description

Goldman Sachs is seeking a Risk, Risk Testing Group Analyst in Warsaw to perform independent reviews of risk data, models, and controls across credit, market, and liquidity risk. The role involves collaborating with stakeholders and regulators, and applying data-driven methodologies in a fast-paced environment.

Ideal candidates have 1–3 years in risk management, strong programming skills in C++ or Python, and solid SQL/data analytics capabilities, with a mindset for innovation and risk