Goldman Sachs · 7 hours ago
Quantitative Engineering, Risk Economics Strats, Vice President, Salt Lake City
Salt Lake City, UT
Full-time
Onsite
Mid, Senior Level
5+ years expGoldman Sachs is a leading global investment banking, securities and investment management firm. The Risk Economics Strats team is responsible for developing macroeconomic scenarios and statistical models for risk management, analyzing risk metrics, and collaborating with various departments to enhance risk assessment processes.
BankingFinanceFinancial ServicesVenture Capital
Responsibilities
Partner with business units and broader Credit department to assess appropriate modelling approaches as well as data availability/sufficiency
Design and write data queries to extract data from credit systems and conduct analysis of portfolio performance, deep dive analysis of trends, summarize findings and recommend changes
Design, build, and enhance risk models specific to the credit exposures, and document the model development/quantification procedures
Perform ongoing model monitoring assessing the strength/stability/accuracy of the models
Establish requirements for data maintenance and management and work with Technology on implementation
Provide support for portfolio credit risk loss forecast and governance by tracking the actual performance to expectations
Create Management Loss Forecast reporting using Tableau or other cutting-edge visual interface-based tools to monitor portfolio performance at portfolio segment level (e.g., product, vintage, risk segment, score band, or marketing channel)
Develop analytical reports and presentations for senior management, executive committees and regulatory exams
Qualification
Required
5+ years of experience in quantitative analysis of credit products (loss forecasting, credit rating, pricing models, and/or market analytics) including model development and validation
Strong quantitative and analytical skills with a degree in a quantitative discipline (Statistics, Mathematics, Applied Mathematics, Engineering, etc)
Use complex statistical techniques such as decision trees, regression modeling, machine learning, testing techniques and time series data analysis techniques
Use statistical packages like SQL, SAS, R, Python etc., tools to mine, manipulate & aggregate complex consumer and transaction level data on big data platforms such as Hadoop, Spark, Snowflake etc
Strong writing, presentation and communication skills; technical writing and model documentation experience desired
Strong project management / organizational skills and the ability to manage multiple assignments concurrently
Preferred
Masters degree preferred
Background with Basel A-IRB models, risk segmentation systems, regulatory stress testing processes (CCAR, DFAST), and/or portfolio loss forecasting is preferred
Company
Goldman Sachs
Goldman Sachs is a multinational financial services firm providing securities, investment banking, and management services.
10001+ employees
H1B Sponsorship
Goldman Sachs has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (1954)
2024 (1685)
2023 (2060)
2022 (2326)
2021 (2258)
2020 (1572)
Funding
Current Stage
Public CompanyTotal Funding
$6B2025-04-23Post Ipo Debt· $6B
2012-06-05Post Ipo Equity
1999-05-14IPO
Leadership Team
David M. Solomon
Chair and Chief Executive Officer
John Waldron
President and Chief Operating Officer
Recent News
2026-01-14
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