We are currently seeking experienced candidates for the Credit Risk Strat group within Risk Engineering division of Goldman Sachs Bangalore.
Credit Risk Strats:
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
The Group has presence in New York, London, Warsaw, Dallas, and Bengaluru.
What you get to do:
In Risk Engineering, you’ll find an exciting mix of Finance, Mathematics and Programming skills and an opportunity to learn and apply those skills. The role requires you to be passionate about
Opportunities and Impact:
We welcome applicants with Master’s or a PhD in financial engineering/financial math; quantitative sciences, e.g. physics, statistics, applied math or other quantitative discipline; or relevant professional experience. Strong analytical skills, mathematical fluency, and programming abilities are required.
The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.
© The Goldman Sachs Group, Inc., 2019. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.