Corporate Treasury-Dallas-Vice President-Quantitative Engineering
On-site · Dallas, Texas, United States
Job Summary
Leads quantitative modeling and analytics within Goldman Sachs' Corporate Treasury Strats team in Dallas. Responsibilities include designing, implementing, and maintaining quantitative models and interest rate risk frameworks aligned with IRRBB, building risk analytics for interest rate sensitivity and scenario analysis, advancing methodologies for risk metrics, maintaining model lifecycle documentation, and supporting regulatory inquiries. The role emphasizes collaboration with cross-functional stakeholders, clear stakeholder communication, and leadership to drive high-impact deliverables in liquidity management and capital allocation. Must have 5+ years in finance (capital markets, risk, or treasury), strong quantitative training (MS/PhD preferred), and programming proficiency in C++, Java, or Python. Preferred familiarity with fixed-income products, IRRBB framework, and prior leadership experience.
Required Qualifications
- Experience: At least 5 years of prior experience in the financial industry, preferably within Capital Markets, Risk, or Treasury functions.
- Education: Excellent academic background in a highly quantitative field; a Master's degree or PhD is strongly preferred.
- Technical Skills: Strong programming skills in an object-oriented or functional paradigm (such as C++, Java, or Python).
- Analytical Skills: Exceptional quantitative analytical skills with a proven track record of building models, managing large datasets, and analyzing outputs to draw clear, actionable conclusions.
- Communication: Strong written and verbal communication skills, with the ability to explain complex quantitative concepts to non-technical audiences.
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