Goldman Sachs Bank AG
Engineering - Dallas - Vice President, Quantitative Engineering -628352
Goldman Sachs Bank AG, Dallas, Texas, United States, 75215
Job Duties:
Vice President, Quantitative Engineering at Goldman Sachs & Co. LLC in Dallas, Texas. Multiple positions available. Lead development, implementation, and documentation of scenarios involving a broad range of economic and financial variables for the firm. Collaborate with internal stakeholders to analyze user needs from a scenario design perspective and address data, model, and implementation issues. Analyze large datasets (structured and unstructured) to build predictive models of market variables. Develop, refine, and improve scenarios using knowledge of financial markets, economics, current events, statistical analysis, and programming. Build and challenge risk models, identify vulnerabilities across market, credit, liquidity risks, and modeling. Maintain clear technical documentation of risk-model performance testing and processes. Mentor junior and mid-level team members. Job Requirements:
Master's degree in a related quantitative field with three years of experience, Bachelor's degree with five years of experience, or PhD with one year of experience in a related role. Experience must include skills such as C++, Java, or Python; financial mathematics; analysis of market, credit, or liquidity risk; object-oriented and scripting programming; implementing models in software; working with databases like SQL or MongoDB; applying algorithms; and developing pricing models for financial products. We offer comprehensive health, welfare, retirement, wellness, fitness, child care, and family care benefits, including medical, dental, disability insurance, paid vacation, financial education, on-site health centers, fitness reimbursements, on-site child care, and parental support programs. Learn more about the full suite of benefits Goldman Sachs offers.
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Vice President, Quantitative Engineering at Goldman Sachs & Co. LLC in Dallas, Texas. Multiple positions available. Lead development, implementation, and documentation of scenarios involving a broad range of economic and financial variables for the firm. Collaborate with internal stakeholders to analyze user needs from a scenario design perspective and address data, model, and implementation issues. Analyze large datasets (structured and unstructured) to build predictive models of market variables. Develop, refine, and improve scenarios using knowledge of financial markets, economics, current events, statistical analysis, and programming. Build and challenge risk models, identify vulnerabilities across market, credit, liquidity risks, and modeling. Maintain clear technical documentation of risk-model performance testing and processes. Mentor junior and mid-level team members. Job Requirements:
Master's degree in a related quantitative field with three years of experience, Bachelor's degree with five years of experience, or PhD with one year of experience in a related role. Experience must include skills such as C++, Java, or Python; financial mathematics; analysis of market, credit, or liquidity risk; object-oriented and scripting programming; implementing models in software; working with databases like SQL or MongoDB; applying algorithms; and developing pricing models for financial products. We offer comprehensive health, welfare, retirement, wellness, fitness, child care, and family care benefits, including medical, dental, disability insurance, paid vacation, financial education, on-site health centers, fitness reimbursements, on-site child care, and parental support programs. Learn more about the full suite of benefits Goldman Sachs offers.
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