Goldman Sachs in Dallas is seeking a skilled professional for Asset Liability Management to implement quantitative risk-modeling solutions. The role involves model development, maintaining interest rate risk frameworks and communicating complex model outcomes to stakeholders. Ideal candidates will possess strong programming skills and a robust background in quantitative analyses.
Preferred qualifications include familiarity with fixed-income products and prior leadership experience. Join us to contribute to managing liquidity and risk in a dynamic financial environment.
#J-18808-LjbffrSenior Treasury Strats Lead – ALM & IRRBB Analytics in dallas at Unknown Company
This position is listed as full time and onsite.