Goldman Sachs
Risk-New York-Vice President, Model Risk-8915216
Goldman Sachs, New York, New York, us, 10261
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Risk-New York-Vice President, Model Risk-8915216
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Risk-New York-Vice President, Model Risk-8915216
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Goldman Sachs Get AI-powered advice on this job and more exclusive features. Job Description
A variety of soft skills and experience may be required for the following role Please ensure you check the overview below carefully.
Job Duties: Vice President, 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. Verify the conceptual soundness of models and their mathematical and statistical correctness. Examine code implementation in a variety of platforms. Develop and implement benchmark models to analyze the production model performance. Document the entire validation fieldwork in Latex files for automated version controls and report major validation findings to model owners and developers for remedial action. Monitor the performance of the Firm’s interest rate pricing models and investigate major model-related incidents. Work with other stakeholders to address any model-related issues or new regulatory compliance requirements. Advise senior management on the risks associated with new initiatives and changes to existing interest rate pricing models. Job Description
Job Duties: Vice President, 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. Verify the conceptual soundness of models and their mathematical and statistical correctness. Examine code implementation in a variety of platforms. Develop and implement benchmark models to analyze the production model performance. Document the entire validation fieldwork in Latex files for automated version controls and report major validation findings to model owners and developers for remedial action. Monitor the performance of the Firm’s interest rate pricing models and investigate major model-related incidents. Work with other stakeholders to address any model-related issues or new regulatory compliance requirements. Advise senior management on the risks associated with new initiatives and changes to existing interest rate pricing models.
Job Requirements: Ph.D. degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, or a related field and one (1) year of experience in the job offered or in a related role OR Master’s degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, or a related field and three (3) years of experience in the job offered or in a related role. Prior experience must include one (1) year of experience (with a Ph.D. degree) OR three (3) years of experience (with a Master’s degree) with: working with regulatory frameworks including Standardized Approach for Counterparty Credit Risk (SACCR); working with interest rate pricing models; functional scripting languages including Python, R, or MATLAB; object-oriented languages including C++ or Java; and structured query language (SQL).
Salary Range: Annual base salary for this New York, New York-based position is $178,000 - $280,000.
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. Referrals increase your chances of interviewing at Goldman Sachs by 2x Get notified about new Vice President of Risk jobs in
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Risk-New York-Vice President, Model Risk-8915216
role at
Goldman Sachs 1 day ago Be among the first 25 applicants Join to apply for the
Risk-New York-Vice President, Model Risk-8915216
role at
Goldman Sachs Get AI-powered advice on this job and more exclusive features. Job Description
A variety of soft skills and experience may be required for the following role Please ensure you check the overview below carefully.
Job Duties: Vice President, 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. Verify the conceptual soundness of models and their mathematical and statistical correctness. Examine code implementation in a variety of platforms. Develop and implement benchmark models to analyze the production model performance. Document the entire validation fieldwork in Latex files for automated version controls and report major validation findings to model owners and developers for remedial action. Monitor the performance of the Firm’s interest rate pricing models and investigate major model-related incidents. Work with other stakeholders to address any model-related issues or new regulatory compliance requirements. Advise senior management on the risks associated with new initiatives and changes to existing interest rate pricing models. Job Description
Job Duties: Vice President, 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. Verify the conceptual soundness of models and their mathematical and statistical correctness. Examine code implementation in a variety of platforms. Develop and implement benchmark models to analyze the production model performance. Document the entire validation fieldwork in Latex files for automated version controls and report major validation findings to model owners and developers for remedial action. Monitor the performance of the Firm’s interest rate pricing models and investigate major model-related incidents. Work with other stakeholders to address any model-related issues or new regulatory compliance requirements. Advise senior management on the risks associated with new initiatives and changes to existing interest rate pricing models.
Job Requirements: Ph.D. degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, or a related field and one (1) year of experience in the job offered or in a related role OR Master’s degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, or a related field and three (3) years of experience in the job offered or in a related role. Prior experience must include one (1) year of experience (with a Ph.D. degree) OR three (3) years of experience (with a Master’s degree) with: working with regulatory frameworks including Standardized Approach for Counterparty Credit Risk (SACCR); working with interest rate pricing models; functional scripting languages including Python, R, or MATLAB; object-oriented languages including C++ or Java; and structured query language (SQL).
Salary Range: Annual base salary for this New York, New York-based position is $178,000 - $280,000.
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. Referrals increase your chances of interviewing at Goldman Sachs by 2x Get notified about new Vice President of Risk jobs in
New York, NY . New York, NY $150,000.00-$180,000.00 3 weeks ago New York, NY $165,000.00-$200,000.00 1 day ago Vice President, Credit Operations/Middle Office New York City Metropolitan Area 3 days ago New York, NY $140,000.00-$170,000.00 21 hours ago New York City Metropolitan Area 1 week ago New York City Metropolitan Area $150,000.00-$190,000.00 4 days ago MSIM PC&E - Private Credit- Senior Associate/ Vice President New York, NY $75,000.00-$180,000.00 2 days ago VP, Governance, Risk, and Compliance (GRC) Englewood Cliffs, NJ $210,000.00-$255,000.00 3 days ago New York, NY $190,000.00-$340,000.00 4 days ago New York City Metropolitan Area $200,000.00-$220,000.00 1 day ago New York City Metropolitan Area $155,000.00-$195,000.00 2 weeks ago New York, NY $150,000.00-$200,000.00 1 week ago Vice President of Legal, Risk, & ComplianceSVP, Credit Reserve and Basel Advanced Approaches Oversight (Hybrid) New York, NY $163,600.00-$245,400.00 2 days ago New York, NY $110,000.00-$175,000.00 23 hours ago Risk Management – Firmwide Allowance Team – Vice PresidentSenior Vice President, High Risk Corporate Event Management New York, NY $70,000.00-$210,000.00 2 weeks ago AVP, Credit Portfolio Analytics and Strategy New York City Metropolitan Area $90,000.00-$120,000.00 2 weeks ago SVP, Enterprise Concentration Risk Management – Analytics and New Initiatives - C14 (Hybrid) New York, NY $163,600.00-$245,400.00 1 week ago U.S. Banks Data Quality Governance Data Risk, AVP New York, NY $85,000.00-$140,000.00 1 week ago Short Hills, NJ $175,000.00-$200,000.00 2 weeks ago Legal & Compliance - Data Compliance & Risk, SVPOperational Risk Management Department-Business Continuity Management VP New York, NY $110,000.00-$230,000.00 1 month ago New York, NY $120,000.00-$205,000.00 2 months ago Newark, NJ $185,100.00-$250,500.00 22 hours ago We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.
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