Associate, Model Risk with Goldman Sachs & Co.
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LLC in New York, New York.
Independently validate the mathematical correctness, statistical correctness and conceptual soundness of complex equity pricing models.
This includes rigorous assessment of model assumptions, derivations, and limitations.
Examine programming implementation and review all associated changes of equity pricing models across a variety of platforms, ensuring accuracy, efficiency, and adherence to coding best practices.
Apply techniques like code review, unit testing, and integration testing.
Requires : Master’s degree (U.S.
or foreign equivalent) in Mathematics, Finance, Financial Engineering, Physics, Computer Science, or a related field and one (1) year of experience in the job offered or in a relevant role OR Bachelor’s degree (U.S.
or foreign equivalent) in Mathematics, Finance, Financial Engineering, Physics, Computer Science, or a related field and three (3) years of experience in the job offered or in a relevant role.
Prior experience must include one (1) year with a Master’s degree or three (3) years with a Bachelor’s degree with : functional scripting languages such as Python, R, or MATLAB.; Object-oriented language such as C++ or Java; Relational databases including Structured Query Language (SQL); Latex as used to produce formal and version-controlled documents with equations and tables; working with data structures and algorithms; identifying bugs and design errors in code snippets; advanced mathematics including probability theory, partial differential equations, and statistics; and numerical techniques including finite differences, Monte Carlo simulation, and numerical integration.
Job Code : 9308647.
Salary Range : Annual base salary for this New York, New York
QUALIFIED APPLICANTS : Apply at gs.com and click on "Careers." NO PHONE CALLS PLEASE.
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All rights reserved.
Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veteran status, disability, or any other characteristic protected by applicable law.
Associate Model Risk • New York, New York, US