The Liquidity Metrics Strats team at Goldman Sachs focuses on identifying and measuring liquidity risk through engineering and mathematical solutions. Team members are analytical and driven to achieve commercial outcomes while communicating complex concepts clearly. The role involves working with business partners to understand financial markets and developing quantitative models and scalable architectures. Successful candidates will have a strong background in quantitative analysis and risk management.

• At least 7 years of prior experience in the financial industry, preferably in Capital Markets, Risk or Treasury functions.
• Strong quantitative skills with an advanced degree in Mathematics, Physics, Engineering or other highly quantitative discipline.
• Strong programming experience in at least one compiled or scripting language such as C, C++, Java, or Python.
• Strong written and verbal communication skills to explain complex quantitative concepts to a non-technical audience.
• Strong analytical and problem-solving skills using math, statistics, and programming.
• Familiarity with financial markets, financial assets, and liquidity risk management practices is a plus.

• Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical, statistical, and engineering approaches.
• Perform quantitative analysis and facilitate understanding of a variety of financial instruments, including secured funding transactions, collateral firm and client inventory, and loans and commitments.
• Quantify and monitor measures of risk in different areas across the firm, such as prime brokerage, synthetic trading, and repo trading.
• Work alongside revenue generating functions and corporate treasury to implement the liquidity regulatory requirements.
• Communicate clearly complex mathematical concepts with internal and external stakeholders such as risk managers, senior management, and regulators.
• Update and maintain risk models along with business growth and risk environment changes.
• Develop and maintain large scale risk infrastructures or systems in a compiled or scripting language.

• 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.