Senior PPNR Modeler

Job Description
Senior PPNR modeler in the PPNR modeling development team is an integral part of the overall CCAR process.

WHAT IS THE OPPORTUNITY?

This individual will develop and maintain quantitative models and qualitative methodologies with firm specific business drives that will be used in the annual CCAR exercises.

This individual will be responsible for all required statistical testing, model monitoring, documentation, and implementation of PPNR Models.

WHAT WILL YOU DO?

Assist with the design, build, and implementation of various statistical and econometric models in R along with supporting technical infrastructure to forecast the stress scenarios for PPNR components for the RBC IHC entity - 40%

Assist with the design, implementation and maintenance of regression and non-regression model approaches in R - 20%

Maintain existing RMarkdown documentation process for all relevant PPNR documentations - 20%

Aid in translating business and economic drivers into financial statements impact using non-regression analytics approach - 10%

Support ad-hoc analysis, development model documentation, review and challenge decks and other supporting documentation to meet CCAR requirements - 10%

Analyze and recommend enhancements to existing firm processes to streamline model approach or enhance overall quality and accuracy of the process - 5%

WHAT DO YOU NEED TO SUCCEED?
Must have:

Bachelor's Degree (Masters or Phd. Preferred)

Minimum 5 years recent relevant experience

Quantitative modeling (R,)

Experiences in R, or other analytical tools

Strong computer skills in organizing and manipulating large amounts of data (Advanced MS Excel, R)

Nice-to-have

Experience working in PPNR modeling and the experiences with CCAR process

Degrees in Business, Mathematics, Economics or Statistics

Knowledge in trading portfolios and wealth management

WHAT’S IN IT FOR YOU?

A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation, commissions, and stock where applicable

Leaders who support your development through coaching and managing opportunities

Ability to make a difference and lasting impact

Work in a dynamic, collaborative, progressive, and high-performing team

A world-class training program in financial services

Flexible work/life balance options

Opportunities to do challenging work

The good-faith expected salary range for the above position is $120,000 - $200,000 depending on factors including but not limited to the candidate's experience, skills, registration status; market conditions; and business needs. This salary range does not include other elements of total compensation, including a discretionary bonus and benefits such as a 401(k) program with company-matching contributions; health, dental, vision, life and disability insurance; and paid time-off plan.

Job Skills

Ad Hoc Analysis

Budget Management

Communication

Documentations

Econometric Models

Finance

Financial Planning and Analysis (FP&A)

Model Risk

Process Management

Professional Presentation

Quantitative Models

Statistical Testing

Statistics

Additional Job Details
Address:

GOLDMAN SACHS TOWER, 30 HUDSON STREET: JERSEY CITY

City:

Jersey City

Country:

United States of America

Work hours/week:

40

Employment Type:

Full time

Platform:

OFFICE OF THE CFO

Job Type:

Regular

Pay Type:

Salaried

Posted Date:

2026-02-05

Application Deadline:

2026-07-31

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