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Job description
Goldman Sachs in Dallas seeks a Vice President for the Liquidity Metrics Strats team to develop and implement quantitative models and scalable risk infrastructure for liquidity risk measurement. You will work with Core Engineering, Risk, and Corporate Treasury to quantify liquidity risk and deliver robust analytics.
You will contribute to advanced liquidity risk modeling, collaborate with business partners, and translate complex math into production-ready solutions.
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Worksite address
dallas, TX, 75215, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.