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    Goldman Sachs

    Financial Services

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

    Dallas, United StatesOn-SiteFull-timePosted 2w ago
    All Goldman Sachs jobs

    Job description

    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 firm’s compliance, regulatory, and reputational risks; Corporate Treasury, responsible for the firm’s 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 Engineering’s 2,000+ 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 firm’s 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 firm’s 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 

    LIQUIDITY METRICS STRATS

    Liquidity Metrics 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 firm’s 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 5 years of prior experience in the financial industry, preferably in a quantitative role in Capital Markets 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. 

    Job details are sourced from the employer's original posting.

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    About the company

    Goldman Sachs

    Our team of engineers builds solutions to the most complex problems. We develop cutting-edge systems and processes that form the core of our key business and enable transactions to move in milliseconds. We provide real-time access to critical deal information and crunch billions of data points each day to inform firm-wide market insights and strategies. Team members have the opportunity to work at the forefront of technology innovation alongside industry leaders and make significant contributions to the field.

    View all Goldman Sachs jobs
    Industry
    Financial Services
    Founded
    1869
    Open roles
    1195

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