The Core Engineering, Quantitative Engineering, Dallas, Vice President

The Core Engineering, Quantitative Engineering, Dallas, Vice President

Job Description

About Corporate Treasury

Corporate Treasury manages the firm’s liquidity, funding, balance sheet and capital to maximize net interest income and return on equity through liability planning and execution, financial resource allocation, asset liability management, and liquidity portfolio management. The division is run by the Global Treasurer and works closely with the CFO, each of the firm’s businesses, Controllers, Operations, and Investor Relations among other groups at the firm. The division is ideal for collaborative individuals with strong quantitative analysis skills, interest in portfolio & liquidity management and risk management mind set.

Role Overview

Asset Liability Management (ALM) involves matching assets (uses of the balance sheet) to external liabilities (sources of funding) as a mechanism to address liquidity and interest rate risks arising from balance sheet mismatches. This Strats team sits within the ALM team. We help the bank manage structural Interest Rate Risk in the Banking Book (IRRBB) under various market scenarios. Our Strats leverage their engineering, mathematical, and quantitative analytics backgrounds to identify, measure, and model IRRBB. In this role, you will help the bank implement robust quantitative and technical risk-modeling solutions to maintain a sound Asset Liability Management framework.

Key Responsibilities

• Model Development & Maintenance: Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned with IRRBB best practices.
• Risk Analytics: Build robust analytics for interest rate sensitivity and scenario analysis across diverse portfolios and regulatory requirements.
• Methodology Enhancement: Produce and enhance methodologies for interest rate risk metrics, partnering closely with cross-functional stakeholders.
• Model Lifecycle Management: Develop and uplift models to reflect evolving business needs, maintain comprehensive model documentation, and support regulatory inquiries and second-line validation.
• Stakeholder Communication: Deliver clear presentations and reports, explaining complex model mechanics and analytical outputs to managers and team members.
• Leadership: Partner with the global strats team to drive unified, high-impact deliverables.

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 (e.g., Mathematics, Physics, Statistics, Engineering, or Computer Science); 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.
• Professional Attributes: Highly motivated, detail-oriented self-starter who is comfortable operating in a fast-paced environment and balancing multiple priorities.

Preferred Qualifications

• Familiarity with fixed-income products and markets.
• Deep understanding of the IRRBB framework.
• Prior team management or leadership experience.

About Goldman Sachs

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers .

The Goldman Sachs Group, Inc., 2026. All rights reserved.

Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.

Locations Dallas, TX, United States

Healthcare & Medical Services

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally

• We offer competitive vacation policies based on employee level and office location. We promote time off from work to recharge by providing generous vacation entitlements and a minimum of three weeks expected vacation usage each year.

Financial Wellness & Retirement

• We assist employees in saving and planning for retirement, offer financial support for higher education, and provide a number of benefits to help employees prepare for the unexpected. We offer live financial education and content on a variety of topics to address the spectrum of employees’ priorities.

Health

• We offer a medical advocacy service for employees and family members facing critical health situations, and counseling and referral services through the Employee Assistance Program (EAP). We provide Global Medical, Security and Travel Assistance and a Workplace Ergonomics Program. We also offer state-of-the-art on-site health centers in certain offices.

Fitness

• To encourage employees to live a healthy and active lifestyle, some of our offices feature on-site fitness centers. For eligible employees we typically reimburse fees paid for a fitness club membership or activity (up to a pre-approved amount).

• We offer on-site child care centers that provide full-time and emergency back-up care, as well as mother and baby rooms and homework rooms. In every office, we provide advice and counseling services, expectant parent resources and transitional programs for parents returning from parental leave. Adoption, surrogacy, egg donation and egg retrieval stipends are also available.

Benefits at Goldman Sachs

• Read more about the full suite of class-leading benefits our firm has to offer..

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