Associate Developer #RSK4528957Goldman Sachs
Associate with Goldman Sachs & Co. LLC in Salt Lake City, UT.
Develop & monitor risk models and/or segmentation specific to the retail/securitization exposures; develop, implement, & monitor credit risk models to quantify capital parameters (such as probability of default (PD), loss given default (LGD), & exposure at default (EAD) complying with Federal Reserve Board's Basel III regulatory requires & Prudential Regulatory Authority's Capital Rule Requirements. (These models are used in estimating the Credit risk-weighted assets for several of the Retail consumer financial products that incl mortgages (first-lien, home equity loans), personal loans, student loans, credit cards, small-balance commercial real estate & small-medium enterprise loans).
Requires: Master's degree (the U.S. or foreign equivalent) in Statistics, Math, Math Finance, Financial Engineering or a related field with a focus on applied statistics/finance. 2 years of experience in the job offered or in a related financial modeling position.
Job Code: RSK4528957.
Qualified Applicants: No phone calls, please.
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