The role is part of the Market Risk Strats team within Risk Engineering at Goldman Sachs, focusing on developing quantitative metrics for the Banking Book and Corporate Treasury portfolios. The position involves leading a small team of quants to create models and analytical frameworks that inform risk management. Candidates will assess key market risks related to interest rates and funding, designing models that are intuitive and actionable. This high visibility role requires strong technical skills and the ability to communicate complex outcomes clearly.

• Bachelor's or Master's degree in Computer Science, Mathematics, Electrical Engineering or a related technical discipline.
• Experience in a quant or strat role, ideally within Corporate Treasury or Asset Liability Management.
• Strong understanding of interest rate modeling, Asset Liability Management, and funding deployment strategies.
• Experience in software development with a clear understanding of data structures, algorithms, and core programming concepts.
• Strong analytical and problem-solving skills with the ability to apply quantitative skills to business problems.
• Strong communication skills, including experience speaking to technical and business audiences.

• 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.
• Proactively identify and assess key market risks related to interest rates and funding.
• Design and implement quantitative models to measure and explain market risks.
• Ensure that results are intuitive, transparent, and actionable.

• Employees at Goldman Sachs are often offered comprehensive benefits, including medical, dental, life and disability coverage, generous vacation and holidays, and robust wellness resources such as EAP counseling, medical advocacy, on-site/virtual health services, and fitness support. Financial perks typically include retirement savings programs, live financial education, education support, and wealth-creation opportunities through equity awards and select investment programs. Many locations also provide family benefits (childcare resources, parental and family leaves, adoption/surrogacy support) and flexible work options like part-time schedules, job sharing, telecommuting, and alternate hours.