JOE Listings (Job Openings for Economists)

August 1, 2014 - January 31, 2015

Goldman Sachs

This listing is inactive.
Finance, Credit Risk, Economist, VP

JOE ID Number: 2014-02_450873
Date Posted: 08/20/2014
Date Inactive: 01/31/2015
Position Title/Short Description
Title: Finance, Credit Risk, Economist, VP
Section: Full-Time Nonacademic
Location: New York, New York, UNITED STATES
JEL Classifications:
E -- Macroeconomics and Monetary Economics
F -- International Economics
G -- Financial Economics
Full Text of JOE Listing:

The Credit Risk Management and Advisory Dept at Goldman Sachs is seeking an economist to join its Credit Risk Analytics Group (CRAG). CRAG is responsible for developing quantitative risk management models for the measurement of counterparty credit risk and for developing and implementing credit risk capital calculations, regulatory policy, margin calculations, and scenario analysis. Economist would be responsible for constructing a 3-year forecast for macroeconomic and financial variables for major regions of the world as well as 3-year macroeconomic scenarios that would represent different stressed macroeconomic environments. Economist would also build econometric models for stress testing and other risk management applications. Candidates should have Ph.D in economics or finance and substantial experience analyzing and forecasting the macroeconomies of major countries, with an emphasis on forecasting financial variables. The candidate should also have practical experience in times series econometrics and programming experience in a programming language such as c++, java, matlab, or python. Since the role will require the presentation and documentation of the developed forecasts and scenarios to an interdisciplinary audience, strong presentation and writing skills are important attributes for successful candidates.

Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. © The Goldman Sachs Group, Inc., 2014. All rights reserved.

Application Requirements:
  • External Application Link
  • Letters of Reference Link
Application deadline: 01/31/2015