VP, Market Risk Strats — Quantitative Risk Engineering

Goldman Sachs Group, Inc. is seeking a Risk Engineering professional in New York to develop quantitative metrics for Banking Book and Corporate Treasury portfolios. The successful candidate will lead a small team to design models that assess market risks related to interest rates. This high visibility role requires a strong understanding of quantitative analysis and communication skills. Candidates should have a Bachelor's or Master's in Computer Science, Mathematics, or related fields, along with experience in quant roles.
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