Logo
CFA Institute

Internal Audit- Model Risk Audit- Credit Risk- New York-Associate

CFA Institute, New York, New York, us, 10261


The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments, and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world. We commit people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Our people are our greatest asset - we say it often and with good reason. It is only with the determination and dedication of our people that we can serve our clients, generate long-term value for our shareholders and contribute to the broader public. We take pride in supporting each colleague both professionally and personally. From collaborative workspaces and ergonomic services to wellbeing and resilience offerings, we offer our people the flexibility and support they need to reach their goals in and outside the office.

INTERNAL AUDITIn Internal Audit, we ensure that Goldman Sachs maintains effective controls by assessing the reliability of financial reports, monitoring the firm's compliance with laws and regulations, and advising management on developing smart control solutions. Our group has unique insight on the financial industry and its products and operations. We're looking for detail-oriented team players who have an interest in financial markets and want to gain insight into the firm's operations and control processes.

WHAT WE LOOK FORGoldman Sachs Internal Auditors demonstrate strong risk and control mindsets, are analytical, exercise professional skepticism and are able to challenge and discuss effectively with management on risks and control measures. We look for individuals who enjoy learning about audit, businesses and functions, and building relationships, have innovative and creative mindsets to adopt analytical techniques to enhance audit coverage and are able to evolve and thrive in teamwork and in a fast-paced global environment.

YOUR IMPACTAs the third line of defense, Internal Audit's mission is to independently assess the firm's internal control structure, including the firm's governance processes and controls, and risk management and capital and anti-financial crime frameworks, raise awareness of control risk and monitor the implementation of management's control measures.Communicates and reports on the effectiveness of the firm's governance, risk management and controls that mitigate current and evolving riskRaise awareness of control riskAssesses the firm's control culture and conduct risksMonitors management's implementation of control measuresGoldman Sachs Internal Audit comprises individuals from diverse backgrounds including chartered accountants, developers, risk management professionals, cybersecurity professionals, and data scientists. We are organized into global teams comprising business and technology auditors to cover all the firm's businesses and functions, including securities, investment banking, consumer and investment management, risk management, finance, cyber-security and technology risk, and engineering.

RESPONSIBILITIES

Develop and maintain an in-depth technical knowledge of modeling - both theory and codingCritical review of models including their conceptual soundness, documentation, testing code implementation accuracy and independent validationConduct meetings with stakeholders including modelers and model validatorsExecute risk-focused audits of modeling and model risk managementEngage in continuous monitoring of modeling and model risk areasCommunicating modeling problems and issues to senior managementSKILLS AND RELEVANT EXPERIENCE

Advanced Degree (preferably PhD or Masters) in a quantitative discipline (Math, Statistics, Physics, Engineering, Computer science)2-5 years' experience in model development, independent model validation or model risk audit, preferably in credit riskKnowledge of financial modeling concepts and measurements, including credit default, counterparty credit risk, econometrics and stress testing, financial derivatives' pricing, potential exposure, CECL, CCAR, etc.Model risk management knowledge, including model risk governance, model development, implementation, testing and change management, model validationKnowledge of risk management disciplines such as credit risk, market risk, operational risk, funding/liquidity risk, regulatory capital planningProgramming experience in quantitative and object-oriented programming environments, e.g. Python, Java, C++, C#, R, Matlab, etcTeam-oriented with a strong sense of ownership and accountabilityStrong interpersonal and relationship management skillsStrong verbal and written communication skills and presentation skills (PowerPoint, Visio, etc.)Highly motivated with the ability to multi-task and remain organized in a fast-paced environmentExperience within the financial services industry is a plusSalary RangeThe expected base salary for this New York, New York, United States-based position is $85000-$140000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.

BenefitsGoldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here.

#J-18808-Ljbffr