Model Risk Associate - Validation & Quant Analytics

Goldman Sachs; Warszawa; On-site; PLN 80,000 - 120,000; Full time

Job summary

Goldman Sachs is seeking a talented individual for their Model Risk Management team in Warsaw. The position involves validating and approving the firm’s quantitative models and assessing model risk using advanced methodologies.

Ideal candidates should have a degree in quantitative fields and possess excellent problem-solving and communication skills. Join a team dedicated to maintaining robust risk management processes and advancing the firm’s quantitative oversight.

Qualifications

• Strong interest in financial markets and eagerness to learn new technologies and programming languages.
• Excellent at breaking down complex problems into simple explanations.
• Abilty to work in a fast-paced environment.

Responsibilities

• Perform validation and approval of the firm’s models.
• Assess and quantify model risk by developing alternative benchmark models.
• Monitor ongoing model performance.
• Communicate validation outcomes to key stakeholders.

Skills

Quantitative problem-solving skills

Knowledge of stochastic modeling

Numerical simulation

Data analysis

Machine learning knowledge

Good communication skills

Organizational skills

Team orientation

Education

Degree in quantitative fields (maths, physics, engineering, computer science, financial engineering)

Job description

Goldman Sachs is seeking a talented individual for their Model Risk Management team in Warsaw. The position involves validating and approving the firm’s quantitative models and assessing model risk using advanced methodologies.

Ideal candidates should have a degree in quantitative fields and possess excellent problem-solving and communication skills. Join a team dedicated to maintaining robust risk management processes and advancing the firm’s quantitative oversight.