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**Corporate Treasury Liquidity Metrics Strats: Quantitative Engineering Dallas Vice President** - Responsibilities: Develop, implement, and maintain quantitative measures of liquidity risk; perform quantitative analysis; quantify and monitor risk; collaborate with revenue-generating functions and corporate treasury; communicate complex quantitative concepts to various stakeholders. - Skills Required: 7+ years of financial industry experience; advanced degree in Mathematics, Physics, Engineering or quant discipline; strong programming skills in C, C++, Java, Python; excellent written and verbal communication skills. - Experience Level: Vice President - Keywords: Corporate Treasury; Liquidity; Risk Management (Liquidity, Prime); Quantitative Engineering; Dallas, Texas; Senior Vice President; Programming (C, C++, Java, Python); Advanced Degree; Mathematics In this role, you will have the opportunity to apply your advanced quantitative skills to measure and mitigate liquidity risk within our Corporate Treasury function. Your strong programming background and clear communication style will enable you to collaborate effectively with internal stakeholders and drive meaningful risk insights. The ideal candidate brings a minimum of seven years of experience in the financial industry, with a demonstrated track record in quantitative analysis and risk management.
- Compensation
- Not specified USD
- City
- Dallas
- Country
- United States
Currency: $ (USD)
Full Job Description
LIQUIDITY METRICS STRATS
Liquidity and Prime Risk 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.
We believe who you are makes you better at what you do. We're 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 GS.com/careers.
