Global Credit Risk Analyst

SRI Conference; Salt Lake City (UT); On-site; USD 90,000 - 130,000; Full time

Job summary

The Goldman Sachs Group, Inc. invites applications for a CRG - Associate in Global Risk, based in Salt Lake City. The role focuses on assessing credit risk, monitoring portfolios, and maintaining internal rating methodologies.

You will collaborate with counterparts in US and international offices to support risk governance and advisory engagements. The position requires 3–7 years of experience, strong analytical and communication skills, and a proven ability to work in a fast-paced,

Qualifications

• Bachelor's Degree (US or foreign equivalent) in Business Administration, Finance, or a related field
• 3-7 years of experience in the job offered or a related role
• Experience with financial models and forecasting techniques a plus
• Strong analytical and communication skills, both oral and written
• Team player with ability to work with colleagues across regions

Responsibilities

• Approve counterparty research reviews and internal credit ratings analyses
• Present findings to senior leadership and answer questions
• Lead ongoing surveillance and prepare portfolio observations for senior management
• Coordinate with global Risk teams and other divisions
• Participate in regulatory examinations and risk governance processes

Skills

Analytical skills

Strong communication

Team player

Flexibility

Organizational skills

Education

Bachelor's Degree in Business Administration, Finance, or related field

Job description

The Goldman Sachs Group, Inc. invites applications for a CRG - Associate in Global Risk, based in Salt Lake City. The role focuses on assessing credit risk, monitoring portfolios, and maintaining internal rating methodologies.

You will collaborate with counterparts in US and international offices to support risk governance and advisory engagements. The position requires 3–7 years of experience, strong analytical and communication skills, and a proven ability to work in a fast-paced,