Vice President, Market Risk Strats

About Risk Engineering at Goldman Sachs

Risk Engineering, part of the Risk Division at Goldman Sachs, plays a crucial role in the firm's risk management. This global team provides robust metrics, data-driven insights, and effective technologies for risk management. With offices in Dallas, New Jersey, New York, Salt Lake City, London, Warsaw, Bengaluru, Singapore, and Tokyo, you'll engage with various divisions and regional offices, offering a challenging and multi-dimensional work environment. Risk Engineering professionals are integral to the firm's value proposition, balancing control with commercial objectives, and are known for their strong traditions in risk management, client service excellence, and career development opportunities.

Role within Market Risk Strats

This position is within the Market Risk Strats team. Market Risk Strats leverage their engineering and scientific backgrounds to identify and measure risk, implementing quantitative risk modeling solutions in software. Successful Strats are highly analytical, commercially driven, and communicate complex information with precision and clarity to senior management.

The Opportunity: Vice President, Market Risk Strats

This is a hands-on Vice President, Market Risk Strats role focusing on developing quantitative metrics across the Banking Book and Corporate Treasury portfolios. You will lead and collaborate with a small team of quantitative analysts to develop models and analytical frameworks that inform crucial risk management decisions. The role requires proactive identification and assessment of key market risks related to interest rates and funding. You will design and implement sophisticated quantitative models to measure and explain these risks, ensuring the results are intuitive, transparent, and actionable. This is a high-visibility position demanding strong technical skills, comprehensive market knowledge, and the ability to articulate complex outcomes clearly and concisely.

Qualifications

• Bachelors’ or Master’s degree in Computer Science, Mathematics, Electrical Engineering or related technical discipline.
• Experience in a quant or strat role, ideally within Corporate Treasury or Asset Liability Management (ALM).
• Strong understanding of Interest rate modelling, Asset Liability Management, Funding deployment strategies, and balance-sheet optimization.
• Proficiency in software development, including a clear understanding of data structures, algorithms, and core programming concepts.
• Strong analytical and problem-solving skills, with a demonstrated ability to translate business problems into quantitative solutions.
• Excellent communication skills, including experience presenting to technical and business audiences and collaborating globally.

Key skills/competency

• Market Risk
• Quantitative Analysis
• Interest Rate Modelling
• Asset Liability Management (ALM)
• Software Development
• Balance Sheet Optimization
• Data Structures
• Algorithms
• Risk Management
• Financial Modeling