VP, Liquidity Metrics Strats — Core Engineering (Dallas)

Candidate Experience Site - Lateral · Dallas, United States

Goldman Sachs in Dallas is seeking a Vice President for Liquidity Metrics Strats to design and implement quantitative liquidity risk models and scalable architectures. You will collaborate with treasury, risk, and business partners to quantify firm liquidity risk and ensure regulatory compliance.

The ideal candidate has a strong quantitative background, advanced degree, and proficient programming in C/C++/Java/Python, with excellent communication skills to convey complex concepts to diverse