Engineering Dallas Vice President, Quantitative Engineering 049460

Job Duties:Vice President Quantitative Engineering with Goldman Sachs & Co. LLC in Dallas Texas. Multiple positions available. Lead the development implementation and documentation of scenarios comprised of a broad range of economic and financial variables for businesses within the Firm. Collaborate with internal stakeholders analyzing user needs from a scenario design perspective and addressing data model and implementation issues.Analyze large data sets (structured and unstructured) to build predictive models of business-relevant market variables. Develop refine and improve scenarios by leveraging knowledge in financial markets economics current events statistical analysis and programming.Build and challenge risk models identify and quantify vulnerabilities across market credit liquidity risk and modeling. Create and maintain clear and complete technical documentation of the risk-model performance testing approach and process.Mentor junior and mid-level team members.

Job Requirements:Masters degree (U.S. or foreign equivalent) in Computer Science Financial Engineering Applied Mathematics Data Science Operations Research or related quantitative field and three (3) years of experience in job offered or a related quantitative engineering role ORBachelors degree (U.S. or foreign equivalent) in Computer Science Financial Engineering Applied Mathematics Data Science Operations Research or related quantitative field and five (5) years of experience in job offered or a related quantitative engineering role OR PhD degree (U.S. or foreign equivalent) in Computer Science Financial Engineering Applied Mathematics Data Science Operations Research or related quantitative field and one (1) year of experience in job offered or a related quantitative engineering role. Prior experience must include three (3) years of experience (with a Masters degree) OR five (5) years of experience (with a Bachelors degree) OR one (1) year of experience (with a PhD degree) with 5 of the 8 following skills: C Java or Python; performing financial mathematics including at least one of the following: stochastic calculus no-arbitrage pricing theory multivariable calculus linear algebra probability theory numerical methods or Monte-Carlo techniques; performing analysis leveraging market risk credit risk liquidity risk or mathematical finance concepts; object-oriented programming and scripting programming languages such as Python or Java; implementing mathematical models or analytics in production-quality software; working with database query languages such as SQL MongoDB or other data management tools to process large datasets; applying algorithms or data structures to write complex programs; and developing pricing models for financial products to model risk economics and cash flows under normal and distressed market environments.

The Goldman Sachs Group Inc. 2026. All rights reserved. Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race color religion sex national origin age veteran status disability or any other characteristic protected by applicable law.