Risk-Bengaluru-Associate-Quantitative Engineering

Risk Economics Strats is part of the Goldman Sachs risk management framework, responsible for developing macroeconomic and financial scenarios, statistical models for credit loss forecasting, and analyzing large datasets to extract valuable insights.

Requirements

• Strong quantitative and analytical skills
• Advanced degree in a quantitative discipline
• Experience in financial modeling, econometric modeling, and programming
• Excellent written and verbal communication skills
• Strong organizational skills and ability to manage multiple assignments concurrently

Benefits

• Flexible work arrangements
• Opportunities for career development and advancement
• Competitive compensation and benefits package