Risk Model Risk Governance Analyst Warsaw
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Job Location:
Monthly Salary:
Posted on:
30+ days ago
Vacancies:
1 Vacancy
Job Summary
RISK DIVISION
Risk aims to effectively identify monitor evaluate and manage the firms financial and non-financial risks in support of the firms strategic plan. Operating in a fast changing environment and utilizing the best in class risk framework Risk teams are analytically curious have an aptitude for challenges and an unwavering commitment to excellence.
MODEL RISK
The Model Risk Management (MRM) group is a multidisciplinary group of quantitative experts at Goldman Sachs with presence in New York Dallas London Warsaw Singapore Hong Kong and Bangalore. MRM is responsible for independent oversight of the firms model risk ensuring compliance with the Model Control Policy and evidencing effective challenge over model development documentation implementation and usage. The groups primary mandate is to manage risk that arises from model use through the firms range of businesses including derivatives securities and other investments valuation; market credit and operational risk management; liquidity and capital computations; and more.
RESPONSIBILITIES AND QUALIFICATIONS
JOB RESPONSIBILITIES
Model Governance
- Establish maintain and enforce the MRM framework and governance structure
- Operate processes related to firmwide requirements supporting the MRM framework
- Establish requirements specific to Model Inventory and support quarterly attestations across all divisions in the firm
- Oversee ongoing Model performance monitoring jointly with Model Validation and enforce change control procedures
- Manage Model validation findings including tracking and escalation of findings
- Communicate and coordinate with Compliance to train key stakeholders on Model Control Policy and related requirements including any significant changes
- Maintain model inventory data integrity by resolving exceptions from automated checks on inventory changes
- Help process new model classifications changes deactivations
- Provide ad-hoc analysis on model inventory
- Liaise with MRM Technology team to support Model Inventory Management
- Resolve inquiries from model stakeholders and owners on models inventory
- Provide support to regulatory processes including IMA/IMM applications ICAAP etc.
QUALIFICATIONS
- Bachelors degree in mathematics computer science hard sciences financial engineering or finance/economy
- Strong programming skills including object oriented languages and scripts (e.g. SQL Access VBA) are desirable
- Experience in a quantitative role in the Financial markets is a plus
- Excellent analytical quantitative interpersonal and organizational skills team oriented
ABOUT GOLDMAN SACHS
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. Were 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 committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: The Goldman Sachs Group Inc. 2026. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity
Required Experience:
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Key Skills
About Company
The Goldman Sachs Group, Inc. is a leading global investment banking, securities, and asset and wealth management firm that provides a wide range of financial services.
