Quantitative Engineering, Risk Economics Strats, Dallas, Associate
2 weeks ago
Quantitative Engineering, Risk Economics Strats, Dallas, Associate Goldman Sachs is hiring for the Quantitative Engineering, Risk Economics Strats, Dallas, Associate role. Job Description Risk Engineering, part of the Risk Division, is a central part of Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data‑driven insights, and effective technologies for risk management. Risk Engineering is staffed globally with offices in Salt Lake City, Dallas, New Jersey, New York, London, Warsaw, Bengaluru, Singapore, and Tokyo. As a member of Risk Engineering, you will interface with a variety of divisions around the firm as well as the other regional offices. The interaction with numerous departments and the diverse projects that ensue allow for a challenging, varied and multi‑dimensional work environment. Job Summary & Responsibilities The Risk Economics Strats (RES) team is a central part of the Goldman Sachs risk management framework with primary responsibility for: Developing macroeconomic and financial scenarios for firm‑wide scenario‑based risk management; Developing and implementing statistical models for credit loss forecasting, business‑as‑usual risk management and regulatory stress testing requirements; Analyzing large datasets of risk metrics to extract valuable insights about the firm’s exposures. To fulfill these objectives, RES professionals interface with a wide array of divisional, finance and risk management groups across the firm. The cross‑disciplinary nature of the projects that RES engages in makes for a challenging and multifaceted work environment. RES professionals are part of the value proposition of the firm, and we balance our key functional responsibility of control and risk management with that of being commercial. RES has strong traditions of risk management, data analytics and career development opportunities for our people. Technical Skills Programming Languages: Proficiency in Python (preferred) and/or Java/Scala. Familiarity with SQL for data manipulation. ML/AI Frameworks: Familiar with latest LLM, RAG, agentic AI frameworks. Data Engineering: Strong grasp of data processing pipelines, especially with tools like SNS, SQS, Step Functions, Lambda, RDS. APIs and Microservices: Proven experience building and consuming RESTful APIs; knowledge of FastAPI or Flask. Model Deployment: Familiarity with MLOps tools and patterns for deploying, monitoring, and versioning models (e.g., MLflow, SageMaker). Cloud Experience: Hands‑on with AWS (S3, Lambda, SageMaker, RDS) or equivalent cloud platforms (Azure/GCP). Infrastructure as Code: Working knowledge of CI/CD pipelines, Docker, Git, and infrastructure tools like Terraform or AWS CDK. Credit Risk Domain Knowledge Understanding of credit scoring, risk modeling, and financial statement analysis. Familiarity with private and public credit data sources (e.g., CapitalIQ, Reorg, iLevel). Experience working with structured and unstructured financial data (e.g., PDFs, loan agreements, news articles). 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’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: #J-18808-Ljbffr
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Associate, Risk Economics Strats
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Dallas, United States Goldman Sachs Full timeA leading global investment firm in Dallas is seeking a Quantitative Engineering, Risk Economics Strats, Associate. This role is pivotal for developing macroeconomic scenarios and implementing predictive models for credit risk. Ideal candidates will have proficiency in Python and strong analytical skills, with experience in regression modeling and data...
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