The role is part of the Asset Liability Management (ALM) team within Corporate Treasury at Goldman Sachs, focusing on managing structural Interest Rate Risk in the Banking Book (IRRBB). The team leverages quantitative analytics to develop and maintain models that address liquidity and interest rate risks. Candidates will implement robust risk-modeling solutions and enhance methodologies for interest rate risk metrics. Collaboration with cross-functional stakeholders is essential to deliver high-impact results.

• At least 5 years of prior experience in the financial industry, preferably within Capital Markets, Risk, or Treasury functions.
• Excellent academic background in a highly quantitative field such as Mathematics, Physics, Statistics, Engineering, or Computer Science; a Master's degree or PhD is strongly preferred.
• Strong programming skills in an object-oriented or functional paradigm such as C++, Java, or Python.
• Exceptional quantitative analytical skills with a proven track record of building models and managing large datasets.
• Strong written and verbal communication skills, with the ability to explain complex quantitative concepts to non-technical audiences.

• Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned with IRRBB best practices.
• Build robust analytics for interest rate sensitivity and scenario analysis across diverse portfolios and regulatory requirements.
• Produce and enhance methodologies for interest rate risk metrics, partnering closely with cross-functional stakeholders.
• Develop and uplift models to reflect evolving business needs, maintain comprehensive model documentation, and support regulatory inquiries.
• Deliver clear presentations and reports, explaining complex model mechanics and analytical outputs to managers and 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.