Job Description
The objective of Internal Audit Model Risk team is to assess the robustness of the firm's model risk management framework, including the governance processes and associated controls related to model development and model validation activities. The team, which is a group of quantitative experts, is also charged with reviewing complex financial models utilized by the Firm as part of various audits with the objective to assess the robustness of the firm's model risk management framework. The diverse array of model types which the team reviews include models used for valuation of financial products, risk management, capital calculation, compliance, algorithmic trading, investment management and machine-learning models.
Job Description:
As a member of Internal Audit Model Risk team, the individual will be responsible for execution of audits related to model risk management through effective time management, in accordance with the internal audit methodology of the department...
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