Corporate Treasury-Dallas-Vice President-Quantitative Engineering

About the role

The Asset Liability Management (ALM) team within Corporate Treasury helps the bank manage structural Interest Rate Risk in the Banking Book (IRRBB) under various market scenarios. This team leverages their engineering, mathematical, and quantitative analytics backgrounds to identify, measure, and model IRRBB.

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.

Requirements

• 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.

Benefits

At Goldman Sachs, we offer a competitive compensation package that includes health insurance, retirement plans, and a range of employee benefits. We also provide professional development opportunities and a supportive work environment.

Pay

Compensation is competitive and commensurate with experience.

Schedule

This is a full-time position.