Corporate Treasury, Quantitative Engineering, Liquidity Metrics Strats, Dallas, Vice President

Corporate Treasury, Liquidity Meterics Strats, Quantitative Engineering, Dallas, Vice President  Dallas, TX, United States

LIQUIDITYMETRICS STRATS

Liquidityand 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 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 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

Healthcare & Medical Insurance

We offer a wide range of health and welfare programs that vary depending on office location. These generally include medical, dental, short-term disability, long-term disability, life, accidental death, labor accident and business travel accident insurance.

We offer competitive vacation policies based on employee level and office location. We promote time off from work to recharge by providing generous vacation entitlements and a minimum of three weeks expected vacation usage each year.

Financial Wellness & Retirement

We assist employees in saving and planning for retirement, offer financial support for higher education, and provide a number of benefits to help employees prepare for the unexpected. We offer live financial education and content on a variety of topics to address the spectrum of employees’ priorities.

Health Services

We offer a medical advocacy service for employees and family members facing critical health situations, and counseling and referral services through the Employee Assistance Program (EAP). We provide Global Medical, Security and Travel Assistance and a Workplace Ergonomics Program. We also offer state-of-the-art on-site health centers in certain offices.

Fitness

To encourage employees to live a healthy and active lifestyle, some of our offices feature on-site fitness centers. For eligible employees we typically reimburse fees paid for a fitness club membership or activity (up to a pre-approved amount).

Child Care & Family Care

We offer on-site child care centers that provide full-time and emergency back-up care, as well as mother and baby rooms and homework rooms. In every office, we provide advice and counseling services, expectant parent resources and transitional programs for parents returning from parental leave. Adoption, surrogacy, egg donation and egg retrieval stipends are also available.

Benefits at Goldman Sachs

Read more about the full suite of class-leading benefits our firm has to offer.