full-time
The Core Engineering, Quantitative Engineering, Dallas, Vice President
Goldman Sachs
- Employer
- Goldman Sachs
- Location
- Dallas, Texas, United States
- Working pattern
- on-site
About the role
The role involves designing and maintaining quantitative models to manage structural interest rate risk in the banking book. You will also build robust analytics for interest rate sensitivity and partner with cross-functional stakeholders to enhance risk methodologies. Candidates must have at least 5 years of experience in financial markets, risk, or treasury functions. A Master's degree or PhD in a quantitative field such as Mathematics, Physics, or Computer Science is strongly preferred.