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Associate, Model Risk

Goldman Sachs & Co. LLC

New York, NY

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JOB DETAILS
SALARY
$142,000–$169,000 Per Year
JOB TYPE
Full-time, Employee
SKILLS
Analysis Skills, Code Reviews, Debugging Skills, Derivatives, Economics, Finance, Financial Mathematics, Functional Programming Languages, Futures, Interest Rate Models, MATLAB, Pricing, Product Pricing, Python Programming/Scripting Language, R Programming Language, Risk Analysis, Risk Modeling, Scripting (Scripting Languages), Swap Market, Test Plan/Schedule
LOCATION
New York, NY
POSTED
8 days ago
Associate, 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. Requires: Master’s degree (U.S. or foreign equivalent) in Economics, Finance, Financial Economics, Mathematics, or a related field and one (1) year in the job offered or in a related role OR Bachelor’s degree (U.S. or foreign equivalent) in Economics, Finance, Financial Economics, Mathematics or a related field and three (3) years in the job offered or in a related role. Prior experience must include one (1) year with Master’s degree or three (3) years with Bachelor’s degree with the following: evaluating pricing and risks of futures, options, swaps, and general derivatives; working with Interest rate pricing models; functional scripting languages such as Python, R, or MATLAB; object-oriented language such as C++ or Java; relational database experience including SQL; LaTex to produce formal and version-controlled documents with equations and tables; identifying bugs and design errors in code snippets; and writing tests to validate code design. Job Code: 4642340.

Salary Range: The expected annual base salary for this New York, New York, United States-based position is $142,000 - $169,000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.

Benefits: Goldman 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: https://www.goldmansachs.com/careers/discover/2022-Benefits-Summary-US.pdf

QUALIFIED APPLICANTS: Apply at gs.com and click on "Careers." NO PHONE CALLS PLEASE. ©The Goldman Sachs Group, Inc., 2026. 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.

About the Company

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Goldman Sachs & Co. LLC