The Core Engineering, Liquidity Metrics Strats, Dallas, Vice President

The Core Engineering

The Core Engineering builds and operates the platforms applications data solutions models and analytics that power critical processes for The Core divisions of the firm (e.g. Risk responsible for the risk profile of firm activities; Controllers responsible for the financial control and reporting obligations; Compliance responsible for the firms compliance regulatory and reputational risks; Corporate Treasury responsible for the firms liquidity funding balance sheet etc.; and Human Capital Management responsible for attracting developing and managing a global workforce). A centralized engineering structure in support of The Core enables a common platform model and operating framework that promotes consistent governance and scalable solutions leveraging cloud AI and machine learning for innovation and efficiency. The Core Engineerings 2000 engineers and strats deliver engineering data analytics and quantitative capabilities within six business units:

• Metrics & Analytics Platforms: responsible for the measurement and management of the firms risk capital and liquidity for The Core functions

• The Core Strats: responsible for the development and implementation of models and other quantitative methodologies including the accuracy and attribution of modeled metrics

• Financials & Reporting: responsible for facilitating the production of the firms financials and a wide range of reporting functions

• Non-Financial Risk & Controls: responsible for non-financial risk and control processes

• Enterprise Platforms: responsible for platforms and applications that support critical operational processes across The Core such as payments people processes and procurement

• Shared Services: responsible for driving the adoption of consistent engineering strategy including data platforms cloud and AI enablement as well as the management of technology risk

LIQUIDITYMETRICS STRATS

Liquidityand PrimeRisk 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 a part of the team you will work with our key business partners and understand financial markets to quantify the firms liquidity risk. You will also focus on developing quantitative models & scalable architecture.

RESPONSIBILITIES

• Develop implement and maintain quantitative measures of liquidity risk using advanced mathematical/statistical/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 the liquidity regulatory requirements
• Communicate clearly complex mathematical concepts with internal and external stakeholders such as risk managers senior management and regulators.
• Updating and maintaining risk models along with business growth and risk environment changes
• Developing and maintaining large scale risk infrastructures/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 other 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
• 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.

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