Job Description:

Vice President - CWM5194922

Location(s)

US-NY-New York

MORE ABOUT THIS JOB

Vice President with Goldman Sachs & Co. LLC in New York, NY

RESPONSIBILITIES AND QUALIFICATIONS

Duties: Vice President with Goldman Sachs & Co. LLC in New York, NY. Advise business and risk managers on valuation and risk management issues based on quantitative analytics. Build and maintain pricing and risk management tools for bank loans, mortgages, and deposits. Build and maintain a stress testing system for the Private Bank according to the Federal Reserve's annual Comprehensive Capital Analysis and Review (CCAR) process. Build and maintain an interest rate risk monitoring model for projected net interest income. Build and maintain a counter-party credit risk monitoring infrastructure to estimate potential loss of client portfolios.

Job Requirements: Ph.D. or Master's Degree (U.S. or foreign equivalent) in Mathematics, Physics, or a related quantitative field. Minimum two (2) years of experience with a Ph.D. or five (5) years of experience with a Master's degree in the job offered or related position. Prior work experience must include two (2) years of experience with a Ph.D. or five (5) years of experience with a Master's degree with: Developing production quality software; Programming in object-oriented languages such as Java, C#, and C++ for efficient model implementations; and Manipulating multi-million rows of data using relational databases and SQL. Prior work experience must include one (1) year of experience with a Ph.D. or four (4) years of experience with a Master's degree with: Developing deposit and loan pricing and risk models; Modeling stress tests of the balance sheet for the Federal Reserve; and Modeling Credit Risk of the Banking Book under various scenarios including all of the following valuation adjustments: credit (CVA), debt (DVA), and funding (FVA).

ABOUT GOLDMAN SACHS

ABOUT GOLDMAN SACHS

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people atGS.com/careers.

We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html

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Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity