VP, Risk Economics Strats — Quantitative Risk Engineer
Listed on 2026-09-18
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Finance & Banking
Economics
Goldman Sachs is seeking a Risk Economics Strats professional to develop macroeconomic and financial scenarios, implement statistical models for credit loss forecasting, and analyze large risk data. The role interfaces with multiple divisions globally to drive data-driven insights and robust risk measures.
The RES team balances risk management with commercial performance, offering opportunities to work across challenging projects and advance within a globally connected risk framework.
This role, VP, Risk Economics Strats — Quantitative Risk Engineer at Goldman Sachs, Inc., could be your next opportunity.
We are seeking a motivated VP, Risk Economics Strats — Quantitative Risk Engineer to join Goldman Sachs, Inc. in UT, United States.
Consider building your career as a VP, Risk Economics Strats — Quantitative Risk Engineer at Goldman Sachs, Inc.
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