Credit Risk Modeling & Backtesting Analyst

Goldman Sachs, Inc.
Dallas, US
On-site

Job Description

A leading global investment bank is seeking a Credit Risk Analyst in Dallas, Texas. The role involves designing and enhancing credit risk model back-testing tools and employing advanced statistical techniques to monitor credit risk models. Candidates should have a bachelor's degree in Mathematics or a related field and possess strong quantitative skills. This position requires effective communication with stakeholders and the ability to work with large datasets, making it ideal for those passionate about quantitative analysis in finance.

#J-18808-Ljbffr

Skills & Requirements

Technical Skills

MathematicsQuantitative skillsCommunicationLarge datasetsFinance

Employment Type

FULL TIME

Level

mid

Posted

4/11/2026

Apply Now

You will be redirected to Goldman Sachs, Inc.'s application portal.