<p><strong>What role you will play in team:</strong> Develop and implement sophisticated quantitative models for credit risk management.</p><p><strong>What you will do:</strong> Build and maintain quantitative models used for credit risk assessment and portfolio management.</p><p><strong>Key responsibility:</strong><ul><li>Develop and implement quantitative models for credit risk assessment.</li><li>Conduct model validation and backtesting.</li><li>Perform scenario analysis and stress testing.</li><li>Develop and maintain documentation for credit risk models.</li><li>Collaborate with other teams to ensure the effective use of credit risk models.</li><li>Stay abreast of new developments in quantitative finance and credit risk management.</li></ul></p><p><strong>Required Qualification and Skills:</strong><ul><li>Master's degree or PhD in a quantitative field (e.g., mathematics, statistics, finance).</li><li>Strong programming skills (e.g., Python, R).</li><li>Experience in developing and implementing quantitative models for credit risk.</li><li>Understanding of financial markets and credit risk principles.</li><li>Excellent analytical and problem-solving skills.</li><li>Strong communication skills.</li></ul></p><p><strong>Benefits Included:</strong><ul><li>Competitive salary and benefits.</li><li>Opportunities for professional development.</li><li>Challenging and intellectually stimulating work.</li><li>Global career opportunities within Goldman Sachs.</li></ul></p><p><strong>A Day in the Life:</strong> You will focus on developing and testing sophisticated quantitative models for credit risk assessment.</p>