Corporate Treasury-Dallas-Vice President-Quantitative Engineering

Goldman Sachs•Dallas, TX

About The Position

Corporate Treasury manages the firm’s 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 firm’s 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. 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 IRRBB. In this role, you will help the bank implement robust quantitative and technical risk-modeling solutions to maintain a sound Asset Liability Management framework.

Requirements

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

Nice To Haves

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

Responsibilities

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