Risk Engineering – Credit Risk Strats

Location(s) PL-Warsaw
Job ID
Schedule Type
Full Time
Business Unit
Risk Engineering
Employment Type


We are currently seeking candidates for the Credit Risk Strat group within Risk Engineering division of Goldman Sachs Warsaw. 

Credit Risk Strats is part of Goldman Sachs Risk Division and is a multidisciplinary team of quantitative and technology experts responsible for modeling, measuring and analyzing the firm’s credit risk exposure to clients and counterparties which the firm faces in serving clients and global businesses.


The team is responsible in developing and delivering models and solutions that

  • Aid in meeting the firms regulatory and capital requirements.
  • Help identifying, quantifying and explaining key risks concerning counterparty credit to senior management.

The Group has presence in New York, London, Warsaw, Dallas, and Bengaluru.


What you get to do:


In Credit Risk Strats, you will find an exciting mix of Finance, Mathematics and Programming skills and opportunities to learn and apply those skills. The role requires you to be passionate about:

  • Programming efficient code to implement quantitative models.
  • Derivatives modelling, pricing models, credit valuation adjustment or funding valuation adjustment.
  • Building analytics to explain the risk metrics, drivers and provide risk in-sights to senior management.
  • Interact with multiple stakeholders and external regulators.


Opportunities and Impact:

  • A chance to work on complex derivatives pricing, exposure and credit valuation adjustment models.
  • An opportunity to work in a growing team with entrepreneurial culture and contribute from design stage by innovating/thinking out of the box.
  • A chance to be impactful by providing risk in-sights to key senior stakeholders in both Risk and Revenue divisions, aswell as regulators.



  • Master’s or PhD in physics, statistics, applied math, computer science or other quantitative discipline.  Bachelors will be considered.


Skills required:

  • Relevant professional experience. Strong analytical skills, mathematical fluency, and programming abilities are required.
  • Solid programming skills in any language, such as Python, Java, C++, C#, Haskell, preferably in large scale financial or technical computations. Essentially we expect the candidate to be able to translate his/her quantitative ideas into efficient code.
  • Experienced, or keen to learn financial markets, derivative pricing models, credit risk, credit valuation adjustment or funding valuation adjustment.



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 at GS.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

© The Goldman Sachs Group, Inc., 2020. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity