Goldman Sachs is seeking a qualified individual for the Liquidity Metrics Strats role to develop and maintain quantitative measures of liquidity risk. This role demands a strong analytical background and the ability to communicate complex concepts clearly.
The successful candidate will have at least 7 years of experience in finance, preferably in Risk or Treasury, alongside an advanced degree in a highly quantitative discipline. Strong programming skills in languages such as Python or C++ are essential.
#J-18808-LjbffrSenior Liquidity Risk Quant Strategist in dallas at Unknown Company
This position is listed as full time and onsite.