VP Quantitative Strategist - ALM & IRRBB
Listed on 2026-10-16
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IT/Tech
FinTech
Goldman Sachs in Dallas seeks a Vice President in Core Engineering, Quantitative Engineering to lead ALM risk quantification and IRRBB modelling. You will design and maintain quantitative models, build robust analytics, and communicate results to cross-functional teams.
The role requires 5+ years in finance, an advanced quantitative degree, and strong programming in C++, Java, or Python. Collaboration with global Strats and a fast-paced environment are core features.
For the VP Quantitative Strategist - ALM & IRRBB position at Goldman Sachs, we are reviewing applications now.
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