The Company is seeking a VP for its Core Engineering, Quantitative Engineering team within the Corporate Treasury division. This role is pivotal in the management of the firm's liquidity, funding, balance sheet, and capital to optimize net interest income and return on equity. The successful candidate will be part of a collaborative team with a strong focus on quantitative analysis, portfolio and liquidity management, and a risk management mindset. Key responsibilities include the development and maintenance of quantitative models and tools, building risk analytics for interest rate sensitivity and scenario analysis, and enhancing methodologies for interest rate risk metrics. The role also involves stakeholder communication, leadership, and a strong emphasis on model lifecycle management to ensure compliance with regulatory standards. Applicants must have a minimum of 5 years' experience in the financial industry, with a preference for those with a background in capital markets, risk, or treasury functions. A Master's degree or PhD in a highly quantitative field is strongly preferred, along with strong programming skills in languages such as C++, Java, or Python. The ideal candidate will have exceptional quantitative analytical skills, a proven track record in model development, and the ability to manage large datasets. Professional attributes should include being highly motivated, detail-oriented, and a self-starter, with the ability to operate in a fast-paced environment and manage multiple priorities. Familiarity with fixed-income products, a deep understanding of the IRRBB framework, and prior team management experience are also desirable.

Hiring Company

Goldman Sachs