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GS
Quantitative Engineering, Liquidity Metrics Strats, Dallas, Vice President
Goldman Sachs Lateral Hiring · Dallas, TX, United States
About The Role
LIQUIDITY METRICS STRATS
Liquidity and Prime Risk Strats use their engineering and mathematical background to identify and measure risk and to implement quantitative and technical risk modelling solutions. Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. As a part of the team, you will work with our key business partners and understand financial markets to quantify the firm’s liquidity risk. You will also focus on developing quantitative models & scalable architecture.
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