Goldman Sachs · 1 day ago
Risk, Interest Rate Risk, Vice President, New York
New York, NY
Full-time
Onsite
Mid, Senior Level
$130K/yr - $260K/yr
5+ years expGoldman Sachs is a leading global investment banking, securities and investment management firm. The Vice President in Risk, Interest Rate Risk will oversee the firm's accrual rates and liquidity risk, engaging with Corporate Treasury and regulators to manage and assess risk effectively.
BankingFinanceFinancial ServicesVenture Capital
Responsibilities
Risk Oversight: Monitor, govern, and challenge Corporate Treasury execution activities, including accrual rates risk management, liability management, cash & collateral management, funds transfer pricing, balance sheet usage, liquidity and funding projections
Risk Limit Governance: Setting risk appetite for Corporate Treasury, calibration of risk limits, sign-off on limits frameworks, and ongoing monitoring of limit utilization and remediation
Analytics: Monitoring of key risk measures and assessment of business drivers
Regulatory Stress Metrics, Liaison, & Advocacy: Calculation and disclosure of key regulatory stress metrics, guidance and rule interpretation, engagement with global regulators, and policy advocacy
Governance & Reviews: Ongoing evaluation of compliance with key regulatory regimes, new activity impact assessments and approvals, engagement with key committees and governing bodies, and maintenance of key policies and procedures
Active and ongoing engagement with Corporate Treasury to understand, monitor, and govern risk taking activities
Direct engagement with Risk Leadership and global regulators regarding material risks, current risk exposures, and limits governance
Develop in-depth understanding of the firm's interest income projections and capital sensitivity under different rates scenarios; identify and challenge qualitative assumptions
Develop and implement governance frameworks and policies for controlling the firm's accrual rates risk
Monitor changes in the firm's rates risk position and limit utilization
Engage directly with Corporate Treasury and risk taking businesses to understand strategy, assess new activities, enforce limits, comply with regulatory requirements, and challenge proposals
Engage periodically with regional regulators to explain the firm's risk posture, clarify rule interpretations, respond to analysis and data requests, and support advocacy discussions
Qualification
Required
5-7 years of experience in banking or capital markets with exposure to rates risk management, preferably in Treasury or Treasury Oversight function
Knowledge of interest rate risk metrics (Interest Rate Risk in the Banking Book, Economic Value of Equity)
Interest in financial markets and risk management, motivated by learning and continuous improvement
Ability to work independently, form own judgment/opinions, provide insights and drive change
Proactive with strong analytical, interpersonal and communication skills and ability to build relationships remotely
Strong verbal and written communication skills
Ability to interact with and build relationships with people from different departments and levels of seniority
Benefits
Competitive benefits and wellness offerings
Company
Goldman Sachs
Goldman Sachs is a multinational financial services firm providing securities, investment banking, and management services.
10001+ employees
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
David M. Solomon
Chair and Chief Executive Officer
John Waldron
President and Chief Operating Officer
Recent News
BATimes Newspaper
2026-01-08
2026-01-08
Morningstar.com
2026-01-08
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