The Vice President of Quantitative Engineering at Goldman Sachs in Dallas, Texas, is responsible for leading the development and implementation of economic and financial scenarios for the firm. This role involves collaborating with internal stakeholders to analyze user needs and addressing various data and model issues. The position requires analyzing large data sets to build predictive models and improving risk models across multiple risk categories. Additionally, the role includes mentoring junior team members and ensuring clear documentation of risk-model performance testing.

• Master's degree in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research, or a related quantitative field and three years of experience in a quantitative engineering role.
• Bachelor's degree in a related field and five years of experience in a quantitative engineering role.
• PhD degree in a related field and one year of experience in a quantitative engineering role.
• Experience with C++, Java, or Python.
• Experience performing financial mathematics, including stochastic calculus or multivariable calculus.
• Experience with market risk, credit risk, liquidity risk, or mathematical finance concepts.
• Experience with object-oriented programming and scripting languages.
• Experience implementing mathematical models in production-quality software.

• Lead the development, implementation, and documentation of economic and financial scenarios.
• Collaborate with internal stakeholders to analyze user needs from a scenario design perspective.
• Analyze large structured and unstructured data sets to build predictive models.
• Develop and refine scenarios leveraging knowledge in financial markets and statistical analysis.
• Build and challenge risk models to identify vulnerabilities across various risk categories.
• Create and maintain technical documentation of risk-model performance testing.
• Mentor junior and mid-level team members.

• 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.