VP, Liquidity Metrics Strats — Core Engineering (Dallas)

Candidate Experience Site - Lateral; Dallas (TX); On-site; USD 250,000 - 400,000; Full time

Job summary

Goldman Sachs in Dallas is seeking a Vice President for Liquidity Metrics Strats to design and implement quantitative liquidity risk models and scalable architectures. You will collaborate with treasury, risk, and business partners to quantify firm liquidity risk and ensure regulatory compliance.

The ideal candidate has a strong quantitative background, advanced degree, and proficient programming in C/C++/Java/Python, with excellent communication skills to convey complex concepts to diverse

Qualifications

• 5+ years of experience in financial industry, quantitative role in Capital Markets or Treasury preferred.
• Advanced degree in a quantitative discipline is required.
• Strong programming experience in at least one compiled or scripting language (C/C++, Java, Python).
• Excellent written and verbal communication; ability to explain complex quantitative concepts to non-technical audiences.

Responsibilities

• Develop, implement, and maintain quantitative measures of liquidity risk.
• Analyze financial instruments including secured funding transactions, collateral and loans.
• Quantify and monitor risk across prime brokerage, synthetic trading, and repo trading.
• Work with treasury to implement liquidity regulatory requirements.
• Communicate complex concepts clearly with risk managers, senior management, and regulators.
• Maintain and evolve risk models and supporting infrastructures.

Skills

Quantitative analysis

Financial markets

Programming (C/C++/Java/Python)

Communication skills

Learning agility

Risk modeling

Education

Advanced degree in Mathematics/Physics/Engineering

Tools

C/C++/Java/Python

Job description

Goldman Sachs in Dallas is seeking a Vice President for Liquidity Metrics Strats to design and implement quantitative liquidity risk models and scalable architectures. You will collaborate with treasury, risk, and business partners to quantify firm liquidity risk and ensure regulatory compliance.

The ideal candidate has a strong quantitative background, advanced degree, and proficient programming in C/C++/Java/Python, with excellent communication skills to convey complex concepts to diverse