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VP, Quantitative Liquidity Risk & Analytics

dallas, tx • Posted 1 weeks ago
Onsite Full Time Business Engineering & Management

Goldman Sachs is seeking a Vice President in Dallas to join Liquidity Metrics Strats. You will develop quantitative liquidity risk measures, quantify risk across prime brokerage, repo trading, and treasury interfaces, and help implement regulatory requirements while engaging stakeholders across the firm.

The role requires strong programming in C/C++, Java, Python and a deep understanding of financial markets.

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