Associate, Model Risk Job at Monster, New York, NY

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  • Monster
  • New York, NY

Job Description

Associate, Model Risk with Goldman Sachs & Co. LLC in New York, New York. Analyze, monitor, and assess model risk associated with the development and implementation of interest rate pricing models. Assess model implementation risk by analyzing implementation code and reviewing all associated changes. Requires: Master’s degree (U.S. or foreign equivalent) in Economics, Finance, Financial Economics, Mathematics, or a related field and one (1) year in the job offered or in a related role OR Bachelor’s degree (U.S. or foreign equivalent) in Economics, Finance, Financial Economics, Mathematics or a related field and three (3) years in the job offered or in a related role. Prior experience must include one (1) year with Master’s degree or three (3) years with Bachelor’s degree with the following: evaluating pricing and risks of futures, options, swaps, and general derivatives; working with Interest rate pricing models; functional scripting languages such as Python, R, or MATLAB; object-oriented language such as C++ or Java; relational database experience including SQL; LaTex to produce formal and version-controlled documents with equations and tables; identifying bugs and design errors in code snippets; and writing tests to validate code design. Job Code: 9333160. Salary Range: Annual base salary for this New York, New York-based position is $137,000 – $162,000. QUALIFIED APPLICANTS: Apply at gs.com and click on "Careers." NO PHONE CALLS PLEASE. ©The Goldman Sachs Group, Inc., 2025. 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.

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