Goldman Sachs · 2 months ago
Risk Engineering, Vice President, Market Risk Strats, New York
Goldman Sachs is a leading global investment banking, securities and investment management firm. They are seeking a Vice President for their Market Risk Strats team, responsible for developing quantitative metrics across the Banking Book and Corporate Treasury portfolios, while leading a team to create models that inform risk management.
BankingFinanceFinancial ServicesVenture Capital
Responsibilities
Develop quantitative metrics across the Banking Book and Corporate Treasury portfolios
Lead and work with a small team of quants to develop models and analytical frameworks that inform risk management
Proactively identify and assess key market risks related to interest rates and funding
Design and implement quantitative models to measure and explain these risks, ensuring results are intuitive, transparent and actionable
Qualification
Required
Bachelors' or Master's degree in Computer Science, Mathematics, Electrical Engineering or related technical discipline
Experience in quant or strat role ideally within Corporate Treasury, Asset Liability Management
Strong understanding of Interest rate modelling, Asset Liability Management, Funding deployment strategies, balance-sheet optimization
Experience in software development, including a clear understanding of data structures, algorithms and core programming concepts
Strong analytical and problem solving skills – demonstrated ability to work with business problems statements and apply quantitative skills to solve them
Strong communication skills including experience speaking to technical and business audiences and working globally
Company
Goldman Sachs
Goldman Sachs is a multinational financial services firm providing securities, investment banking, and management services.
H1B Sponsorship
Goldman Sachs has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (1954)
2024 (1685)
2023 (2060)
2022 (2326)
2021 (2258)
2020 (1572)
Funding
Current Stage
Public CompanyTotal Funding
$6B2025-04-23Post Ipo Debt· $6B
2012-06-05Post Ipo Equity
1999-05-14IPO
Leadership Team
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2026-01-16
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