The Goldman Sachs Group, Inc

Corporate Treasury-Dallas-Vice President-Quantitative Engineering

The Goldman Sachs Group, Inc$150K — $200K *
Finance & Insurance
5 - 7 years of experience
Job Overview by Ladders

Qualifications

  • At least 5 years of experience in financial domains like Capital Markets, Risk, or Treasury.
  • Strong academic background in a quantitative discipline; Master's degree or PhD preferred.
  • Proficient in programming languages such as C++, Java, or Python.
  • Exceptional analytical abilities with experience in model creation and data analysis.
  • Excellent communication skills for articulating complex ideas effectively.
  • Self-motivated and detail-oriented, capable of managing multiple tasks in a fast-paced setting.

Responsibilities

  • Design and maintain quantitative models for interest rate risk management.
  • Develop analytics for interest rate sensitivity across portfolios and regulatory frameworks.
  • Enhance methodologies for risk metrics by collaborating with stakeholders.
  • Manage model lifecycles, ensuring documentation and supporting validations.
  • Communicate model mechanics and results through clear presentations to teams and management.
  • Collaborate with the global team to achieve impactful project outcomes.

Benefits

  • Opportunities for professional development and growth.
  • Collaborative work environment with global teams.
  • Exposure to advanced risk-modeling techniques and practices.
  • Engagement with cross-functional teams on critical financial strategies.
  • Opportunity to lead projects and initiatives in a fast-paced setting.
Full Job Description
Job Description

Role Overview

Asset Liability Management (ALM) involves matching assets (uses of the balance sheet) to external liabilities (sources of funding) as a mechanism to address liquidity and interest rate risks arising from balance sheet mismatches. This Strats team sits within the ALM team. We help the bank manage structural Interest Rate Risk in the Banking Book (IRRBB) under various market scenarios. Our Strats leverage their engineering, mathematical, and quantitative analytics backgrounds to identify, measure, and model IRRBB. In this role, you will help the bank implement robust quantitative and technical risk-modeling solutions to maintain a sound Asset Liability Management framework.

Key Responsibilities
  • Model Development & Maintenance: Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned with IRRBB best practices.
  • Risk Analytics: Build robust analytics for interest rate sensitivity and scenario analysis across diverse portfolios and regulatory requirements.
  • Methodology Enhancement: Produce and enhance methodologies for interest rate risk metrics, partnering closely with cross-functional stakeholders.
  • Model Lifecycle Management: Develop and uplift models to reflect evolving business needs, maintain comprehensive model documentation, and support regulatory inquiries and second-line validation.
  • Stakeholder Communication: Deliver clear presentations and reports, explaining complex model mechanics and analytical outputs to managers and team members.
  • Leadership: Partner with the global strats team to drive unified, high-impact deliverables.


Required Qualifications:
  • Experience: At least 5 years of prior experience in the financial industry, preferably within Capital Markets, Risk, or Treasury functions.
  • Education: Excellent academic background in a highly quantitative field (e.g., Mathematics, Physics, Statistics, Engineering, or Computer Science); a Master's degree or PhD is strongly preferred.
  • Technical Skills: Strong programming skills in an object-oriented or functional paradigm (such as C++, Java, or Python).
  • Analytical Skills: Exceptional quantitative analytical skills with a proven track record of building models, managing large datasets, and analyzing outputs to draw clear, actionable conclusions.
  • Communication: Strong written and verbal communication skills, with the ability to explain complex quantitative concepts to non-technical audiences.
  • Professional Attributes: Highly motivated, detail-oriented self-starter who is comfortable operating in a fast-paced environment and balancing multiple priorities.

Preferred Qualifications:
  • Familiarity with fixed-income products and markets.
  • Deep understanding of the IRRBB framework.
  • Prior team management or leadership experience.

About The Goldman Sachs Group, Inc

The Goldman Sachs Group, Inc. provides investment banking, securities, and investment management services, as well as financial services to corporations, financial institutions, governments, and high-net-worth individuals worldwide. Its Investment Banking segment offers financial advisory services, including advisory assignments concerning mergers and acquisitions, divestitures, corporate defense, risk management, and restructurings and spin-offs; and underwriting services comprising public offerings and private placements of a range of securities, loans, and other financial instruments, and derivative transactions. The company’s Institutional Client Services segment provides client execution services, such as fixed income, currency, and commodities client execution related to making markets in interest rate products, credit products, mortgages, currencies, and commodities; and equities related to making markets in equity products, as well as executes and clears institutional client transactions on stock, options, and futures exchanges. This segment also engages in the securities services business providing financing, securities lending, and other brokerage services to institutional clients, including hedge funds, mutual funds, pension funds, and foundations. Its Investing and Lending segment originates longer-term loans; and invests in debt securities, loans, public and private equity securities, real estate, consolidated investment entities, distressed assets, currencies, commodities, and power generation facilities. The company’s investment management segment provides investment products and services, as well as offers wealth advisory services, including portfolio management and financial counseling, and brokerage and other transaction services.

The Goldman Sachs Group, Inc. Careers

Join the prestigious team at The Goldman Sachs Group, Inc., a global leader in finance and investments, and propel your career to new heights. Our firm is renowned for its commitment to excellence, innovation, and leadership in the financial sector.

Work You’ll Do

At Goldman Sachs, you will be part of a dynamic environment that fosters growth, diversity, and professional development. Engage in transformative projects that redefine the landscape of global finance, driven by a culture of high performance and continuous improvement.

Lead with Innovation and Leadership

Step into a role where your skills will be honed and your leadership capabilities enhanced. The Goldman Sachs Group, Inc. is at the forefront of merging financial expertise with technological innovation, creating a platform for you to lead impactful initiatives.

Join Our Diverse and Inclusive Team

Diversity and inclusion are at the core of our company culture. With employees from various backgrounds, Goldman Sachs thrives on the rich ideas and perspectives that this diversity brings. Here, every team member’s contribution is valued, and every voice is heard.

Explore Job Opportunities and Internships

Whether you’re seeking full-time employment or looking into internship opportunities, Goldman Sachs offers a range of positions that cater to different skills, experiences, and career aspirations. From analyst to executive positions, discover how you can contribute to our legacy of success.

Networking and Professional Growth

Goldman Sachs is not just a workplace. It is a community where you can build lasting relationships with colleagues and industry leaders. Our networking events, mentorship programs, and professional groups foster connections that can accelerate your career trajectory.

Benefits and Career Development

Invest in your future with Goldman Sachs’ unparalleled employee benefits and career development programs. From comprehensive health benefits to personalized career coaching and leadership training, we ensure that our team is equipped for success, both professionally and personally.

Prepare for Your Future

Ready to take the next step? Prepare your resume, sharpen your interview skills, and explore the vast array of job opportunities at The Goldman Sachs Group, Inc. Our hiring process is designed to identify and nurture talent, helping you to achieve your career goals.

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Join The Goldman Sachs Group, Inc.

Embark on a rewarding journey with The Goldman Sachs Group, Inc. where your potential is limitless. Explore positions, read about our company culture, and apply today to become part of a team that values growth, leadership, and innovation.

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At The Goldman Sachs Group, Inc., your career is just the beginning – it’s an opportunity to excel and lead in the global financial industry. Join us and make your mark!
Learn more about The Goldman Sachs Group, Inc
Size
45,100 employees
Market Cap
$115.8 billion
Industry
Net Income
$9.4 billion
Founded
1869
5 Year Trend
+11.3%
Revenue
$53.4 billion
NASDAQ

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