GBM - Public Dept-Bengaluru-VP-Quantitative Engineering

Goldman Sachs·Bengaluru

Pay not statedLead levelFull-time

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About the role

For this position, the individual will focus on the development, validation, and implementation of advanced quantitative models used to measure and manage counterparty credit risk across various financial products and asset classes in FICC. The candidate will also perform model calibration, backtesting, stress and scenario analysis to asses model performance and robustness.

What you'll do

Create innovative models and calculators to help drive our Capital and Liquidity optimization as well the Counterparty Credit risk management effort across the Global…
Interact with business leaders to explain your findings and drive their implementation