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About Goldman Sachs
Goldman Sachs is a leading global investment banking, securities, and investment management firm providing financial services to corporations, financial institutions, governments, and individuals.
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JOB TITLE: The Core Engineering, Liquidity Metrics Strats, Dallas, Vice President
The Core Engineering, Liquidity Metrics Strats team requires a Vice President to develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical, statistical, and engineering approaches. You will perform quantitative analysis on financial instruments including secured funding transactions, collateral inventory, and loans to quantify risk across prime brokerage, synthetic trading, and repo trading. The role involves developing scalable architecture and large-scale risk infrastructures using compiled or scripting languages such as C, C++, Java, or Python. You will work with corporate treasury and revenue functions to implement liquidity regulatory requirements while communicating complex mathematical concepts to risk managers and regulators. This position requires an advanced degree in a quantitative discipline and experience in capital markets or treasury functions to solve liquidity risk management problems.
Develop and maintain quantitative measures of liquidity risk using advanced mathematical and engineering approaches.
Perform quantitative analysis on financial instruments including secured funding, collateral inventory, and loans.
Quantify and monitor risk measures across prime brokerage, synthetic trading, and repo trading.
Implement liquidity regulatory requirements in coordination with revenue-generating functions and corporate treasury.
Update and maintain risk models to reflect business growth and changes in the risk environment.
Develop and maintain large-scale risk infrastructures and systems using compiled or scripting languages.
Communicate complex mathematical concepts clearly to internal and external stakeholders including risk managers and regulators.
What we're looking for
At least 5 years of prior experience in the financial industry, preferably in a quantitative role in Capital Markets or Treasury functions (preferred).
Advanced degree in Mathematics, Physics, Engineering, or another highly quantitative discipline.
Strong programming experience in at least one compiled or scripting language such as C, C++, Java, or Python.
Strong quantitative skills using math, statistics, and programming.
Strong written and verbal communication skills to explain complex quantitative concepts to non-technical audiences.
Strong analytical and problem-solving skills.
Demonstrated ability to learn and apply new technologies.
Familiarity with financial markets, financial assets, and liquidity risk management practices (preferred).
Python
SQL
ETL
Tableau
Alteryx
PowerBI
R
Java
C++
Data Visualization
Business Intelligence
Statistics
Time Series Analysis
Numerical Algorithms
Data Analysis