The Core Engineering-Corporate Treasury-Dallas-Vice President-Quantitative Engineering

About Corporate Treasury

Corporate Treasury manages the firms liquidity funding balance sheet and capital to maximize net interest income and return on equity through liability planning and execution financial resource allocation asset liability management and liquidity portfolio management. The division is run by the Global Treasurer and works closely with the CFO each of the firms businesses Controllers Operations and Investor Relations among other groups at the firm. The division is ideal for collaborative individuals with strong quantitative analysis skills interest in portfolio & liquidity management and risk management mind set.

Role Overview

Asset Liability Management (ALM) involves matching assets (uses of the balance sheet) to external liabilities (sources of funding) as a mechanism to address liquidity and interest rate risks arising from balance sheet mismatches. This Strats team sits within the ALM team. We help the bank manage structural Interest Rate Risk in the Banking Book (IRRBB) under various market scenarios. Our Strats leverage their engineering mathematical and quantitative analytics backgrounds to identify measure and model this role you will help the bank implement robust quantitative and technical risk-modeling solutions to maintain a sound Asset Liability Management framework.

Key Responsibilities

• Model Development & Maintenance:Design implement and maintain quantitative models tools and interest rate risk frameworks aligned with IRRBB best practices.
• Risk Analytics:Build robust analytics for interest rate sensitivity and scenario analysis across diverse portfolios and regulatory requirements.
• Methodology Enhancement:Produce and enhance methodologies for interest rate risk metrics partnering closely with cross-functional stakeholders.
• Model Lifecycle Management:Develop and uplift models to reflect evolving business needs maintain comprehensive model documentation and support regulatory inquiries and second-line validation.
• Stakeholder Communication:Deliver clear presentations and reports explaining complex model mechanics and analytical outputs to managers and team members.
• Leadership:Partner with the global strats team to drive unified high-impact deliverables.

Required Qualifications:

• Experience:At least 5 years of prior experience in the financial industry preferably within Capital Markets Risk or Treasury functions.
• Education:Excellent academic background in a highly quantitative field (e.g. Mathematics Physics Statistics Engineering or Computer Science); a Masters degree or PhD is strongly preferred.
• Technical Skills:Strong programming skills in an object-oriented or functional paradigm (such as C Java or Python).
• Analytical Skills:Exceptional quantitative analytical skills with a proven track record of building models managing large datasets and analyzing outputs to draw clear actionable conclusions.
• Communication:Strong written and verbal communication skills with the ability to explain complex quantitative concepts to non-technical audiences.
• Professional Attributes:Highly motivated detail-oriented self-starter who is comfortable operating in a fast-paced environment and balancing multiple priorities.

Preferred Qualifications:

• Familiarity with fixed-income products and markets.
• Deep understanding of the IRRBB framework.
• Prior team management or leadership experience.

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. We believe who you are makes you better at what you do. Were committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally from our training and development opportunities and firmwide networks to benefits wellness and personal finance offerings and mindfulness programs. Learn more about our culture benefits and people at committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: 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 veterans status disability or any other characteristic protected by applicable law.