Vice President, Model Risk - Goldman Sachs & Co. LLC : Job Details

Vice President, Model Risk with Goldman Sachs & Co. LLC in New York, New York. Analyze, monitor, and assess model risk associated with the development and implementation of credit risk and capital models. Assess model implementation risk by analyzing implementation code and reviewing all associated changes. Requires: Master's degree (U.S. or foreign equivalent) in Finance, Financial Engineering, or a related field and three (3) years of experience in the job offered or in a related role. Prior experience must include three (3) years with: functional scripting languages including Python, R, or MATLAB; object-oriented languages including C++ or Java; structured query language (SQL); LaTeX as used to produce formal and version-controlled documents with equations and tables; back-testing analyses of statistical models used in credit risk to assess their consistency with historical data and continued regulatory compliance; developing alternative data-driven models used in forecasting credit losses; developing benchmark models to evaluate production choices spanning multivariate regression, logistic regression, regime switching, and autoregressive models; full lifecycle of models on testing, development, validation, and findings remediation; and monitoring and assessing the performance of credit risk models on an ongoing basis. Job Code: 8223846.Salary Range: Annual base salary for this New York, New York -based position is $173,000 - $275,000.QUALIFIED APPLICANTS: Apply at gs.com and click on Careers. NO PHONE CALLS PLEASE. ©The Goldman Sachs Group, Inc., 2024. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity.