Engineering - Dallas - Vice President, Quantitative Engineering - 049460

Goldman Sachs • Dallas, TX

5h • Onsite

About The Position

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.

Requirements

• Master’s 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 OR Bachelor’s 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 Master’s degree) OR five (5) years of experience (with a Bachelor’s 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.

Responsibilities

• 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.

What This Job Offers

• Job Type: Full-time
• Career Level: Manager