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Investor Strides

New York City, New York

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Cercano Management LLC

Bellevue, Washington

Deutsche Bank

London, United Kingdom

BNY Mellon

Manchester, United Kingdom

State Street Corporation

Sydney, New South Wales, Australia

Deutsche Bank

Birmingham, United Kingdom

Deutsche Bank

Birmingham, United Kingdom

Goodman Masson

London, United Kingdom

Deutsche Bank

Frankfurt am Main, Germany

Anson McCade

London, United Kingdom

Deutsche Bank

London, United Kingdom

Goldman Sachs

Birmingham, United Kingdom

eFinancialCareers

London, United Kingdom

State Street Corporation

London, United Kingdom

BNY Mellon

Manchester, United Kingdom

CME Group

Singapore, Singapore

Goodman Masson

London, United Kingdom

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Model Risk-Vice President-New York
Goldman Sachs Model Risk Management (MRM) is a multidisciplinary group of quantitative experts located in New York, Dallas, London, Warsaw, Hong Kong, and Bangalore. MRM is responsible for independent oversight and approval of all the firm's quantitative models, ensuring compliance with both internal and supervisory standards. There are a wide variety of models used in the firm across its range of businesses, including ones used for derivatives valuation, risk management, electronic trading. Mathematical methods employed by these models include stochastic processes, machine learning, optimization techniques, statistical analyses and numerical techniques. JOB RESPONSIBILITIES Perform validation and approval of the firm's model


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