Quant jobs / Goldman Sachs

Counterparty Credit Risk and Funding Strats

A strats role in Resource Management Strats within Global Markets, working on counterparty credit risk models or on optimising capital and liquidity. The text describes an Analyst or Associate hire despite the VP title.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build calculators that optimise capital, initial margin and liquidity use
Develop and test counterparty credit risk models across FICC products
Calibrate, backtest and stress models
Learn regulatory capital rules and model implementation
Present findings to business leaders

What they ask for

Required

Quantitative academic background
C/C++, Python or Java
Interest in markets and products
Numerical optimisation
Communication

Preferred

Trading desk experience
Regulatory knowledge (CCAR, Basel III, LCR, NSFR)

Education: Strong academic background in computer science, applied maths, physics, engineering or statistics
Experience: Analyst/Associate level; years not stated
Languages and tools: C++
Python
Java
Markets: fixed-income, fx, commodities, credit

How to prepare

Compute CVA and exposure profiles for a swap portfolio with Monte Carlo
Formulate and solve a capital or margin optimisation problem numerically
Study Basel III capital and liquidity rules
Learn FICC product mechanics, especially collateral and netting

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Goldman Sachs’s site before applying: requirements, location and pay can change after we check them.

View the posting on Goldman Sachs’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Goldman Sachs and doesn’t handle applications.