Quantitative Engineering, Liquidity Metrics Strats, Dallas, Vice President

About the role

Liquidity and Prime Risk Strats use their engineering and mathematical background to identify and measure risk and to implement quantitative and technical risk modelling solutions. Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. As part of the team, you will work with key business partners to quantify the firm’s liquidity risk and develop quantitative models and scalable architecture.

Responsibilities

• Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical, statistical, and engineering approaches.
• Perform quantitative analysis and facilitate understanding of a variety of financial instruments, including secured funding transactions, collateral firm and client inventory, and loans and commitments.
• Quantify and monitor measures of risk in different areas across the firm, such as prime brokerage, synthetic trading, and repo trading.
• Work alongside revenue-generating functions and corporate treasury to implement liquidity regulatory requirements.
• Communicate complex mathematical concepts clearly with internal and external stakeholders such as risk managers, senior management, and regulators.
• Update and maintain risk models in response to business growth and changes in the risk environment.
• Develop and maintain large-scale risk infrastructures and systems in a compiled or scripting language.

Qualifications

• At least 7 years of prior experience in the financial industry, preferably in Capital Markets, Risk, or Treasury functions.
• Strong quantitative skills with an advanced degree in Mathematics, Physics, Engineering, or another highly quantitative discipline.
• Strong programming experience in at least one compiled or scripting language (e.g., C, C++, Java, Python).
• Strong written and verbal communication skills – ability to explain complex quantitative concepts to a non-technical audience.
• Strong analytical and problem-solving skills using math, statistics, and programming.
• Demonstrated ability to learn technologies and apply them effectively.
• Familiarity with financial markets, financial assets, and liquidity risk management practices is a plus.

About Goldman Sachs

At Goldman Sachs, we commit our people, capital, and ideas to help our clients, shareholders, and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities, and investment management firm. Headquartered in New York, we maintain offices around the world.

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our workplace and beyond by ensuring every individual has opportunities to grow professionally and personally. This includes training and development opportunities, firmwide networks, benefits, wellness and personal finance offerings, and mindfulness programs.