VP, Liquidity Metrics Strats – Core Engineering

Goldman Sachs Group; Dallas (TX); Hybrid; USD 180,000 - 260,000; Full time

Benefits offered by this job

Health benefits

Retirement plan

On-site fitness and wellness

Job summary

Goldman Sachs Group, Inc. seeks a Vice President in The Core Engineering, Liquidity Metrics Strats (Dallas) to develop and implement quantitative liquidity risk models and scalable architectures.

You will quantify risk across prime brokerage, repo trading, and funding instruments, interacting with risk managers and regulators. The role emphasizes strong programming and mathematical skills, a track record in Capital Markets, and the ability to translate complex concepts for diverse stakeholders.

Qualifications

• 7+ years in financial industry, preferably Capital Markets, Risk or Treasury functions
• Strong quantitative & programming skills with at least one language (C/C++, Java, Python)
• Strong written and verbal communication abilities for complex concepts

Responsibilities

• Develop, implement, and maintain quantitative liquidity risk measures using advanced mathematical approaches
• Analyze diverse instruments: secured funding, collateral, loans and commitments
• Quantify and monitor risk in areas like prime brokerage, synthetic trading, and repo trading
• Collaborate with revenue functions and corporate treasury to meet liquidity regulatory requirements
• Communicate complex mathematical concepts clearly to risk managers, senior management and regulators
• Update and maintain risk models with business growth and changing risk environment
• Develop and maintain large-scale risk infrastructures/systems in compiled or scripting languages

Skills

C/C++

Java

Python

Quantitative analysis

Communication skills

Education

Advanced quantitative degree

Job description

Goldman Sachs Group, Inc. seeks a Vice President in The Core Engineering, Liquidity Metrics Strats (Dallas) to develop and implement quantitative liquidity risk models and scalable architectures.

You will quantify risk across prime brokerage, repo trading, and funding instruments, interacting with risk managers and regulators. The role emphasizes strong programming and mathematical skills, a track record in Capital Markets, and the ability to translate complex concepts for diverse stakeholders.