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© All Rights Reserved. ApplyBlast.com
Goldman Sachs
This role within the Asset Liability Management team focuses on managing structural Interest Rate Risk in the Banking Book (IRRBB) by leveraging engineering, mathematical, and quantitative analytics to identify, measure, and model risks. The position involves designing and maintaining quantitative models and tools to address liquidity and interest rate risks arising from balance sheet mismatches. The successful candidate will implement robust technical risk-modeling solutions to support a sound Asset Liability Management framework.
Headquarters
New York, New York, United States
Company Size
10001+ employees
Founded
1869
Goldman Sachs is a leading global investment banking, securities, and asset and wealth management firm that provides advisory and capital-raising services, sales and trading, investment management, and consumer banking (including Marcus). It serves corporations, financial institutions, governments and high‑net‑worth clients with M&A and strategic advice, underwriting, market‑making, lending and risk‑management solutions. With a long history and worldwide footprint, Goldman Sachs is known for deep capital‑markets expertise, proprietary research, and integrated financial platforms.
Headquarters
San Francisco, CA
Company Size
201-500 employees
Founded
2018
Industry
Technology
Glassdoor Rating
4.2 / 5
Sarah Johnson
Chief Executive Officer
Michael Chen
Chief Technology Officer
Emily Williams
VP of Engineering
David Rodriguez
VP of Product
Jessica Thompson
Chief Financial Officer
Andrew Park
VP of Sales
View leadership team, funding history,
and employee contacts for Goldman Sachs.
Goldman Sachs didn’t post a salary, so this is our estimate from similar listings.
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