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HomeCompaniesHdpc Fa Us2 Oraclecloud Com CX 3002Engineering - Dallas - Vice President, Quantitative Engineering - 049460

Engineering - Dallas - Vice President, Quantitative Engineering - 049460

Hdpc Fa Us2 Oraclecloud Com CX 3002 · Dallas, TX, United States · Active · Oracle Recruiting Cloud / Fusion HCM

Job facts

FieldValue
CompanyHdpc Fa Us2 Oraclecloud Com CX 3002
TitleEngineering - Dallas - Vice President, Quantitative Engineering - 049460
Normalized title-
Department / teamVice President
LocationDallas, TX, United States
Work model-
Employment type-
Salary-
Statusactive
ATS providerOracle Recruiting Cloud / Fusion HCM
Posted / first seen2026-06-03 / 2026-06-04
Changed / last seen2026-06-04 / 2026-06-06

Related slices

PageWhat it containsOpen
Company jobsActive postings from Hdpc Fa Us2 Oraclecloud Com CX 3002.Open
Company breakdownsRole, location, ATS, and work model facets for this company.Open
ATS provider jobsActive postings observed through Oracle Recruiting Cloud / Fusion HCM.Open
Provider filtered searchThe same provider as a filtered job collection.Open
City jobsActive postings in Dallas.Open
Department jobsActive postings in Vice President.Open
Lifecycle eventsOpen, update, close, and reopen events for this posting.Open
Original postingCanonical source or apply URL captured from the ATS.Open

Linked records

CompanyHdpc Fa Us2 Oraclecloud Com CX 3002
Source6c2fc4b4-b977-4fca-ad16-3207bde507b7
ATS providerOracle Recruiting Cloud / Fusion HCM

Description

Description Job Duties: Vice President, Quantitative Engineering with Goldman Sachs & Co. LLC in Dallas, Texas. Multiple positions available. Lead the development, implementation, and documentation of scenarios comprised of a broad range of economic and financial variables for businesses within the Firm. Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues. Analyze large data sets (structured and unstructured) to build predictive models of business-relevant market variables. Develop, refine, and improve scenarios by leveraging knowledge in financial markets, economics, current events, statistical analysis, and programming. Build and challenge risk models, identify and quantify vulnerabilities across market, credit, liquidity risk and modeling. Create and maintain clear and complete technical documentation of the risk-model performance testing approach and process. Mentor junior and mid-level team members. Job Requirements: Master’s degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research, or related quantitative field and three (3) years of experience in job offered or a related quantitative engineering role OR Bachelor’s degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research, or related quantitative field and five (5) years of experience in job offered or a related quantitative engineering role OR PhD degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research, or related quantitative field and one (1) year of experience in job offered or a related quantitative engineering role. Prior experience must include three (3) years of experience (with a Master’s degree) OR five (5) years of experience (with a Bachelor’s degree) OR one (1) year of experience (with a PhD degree) with 5 of the 8 following skills: C++, Java, or Python; performing financial mathematics, including at least one of the following: stochastic calculus, no-arbitrage pricing theory, multivariable calculus, linear algebra, probability theory, numerical methods, or Monte-Carlo techniques; performing analysis leveraging market risk, credit risk, liquidity risk, or mathematical finance concepts; object-oriented programming and scripting programming languages such as Python or Java; implementing mathematical models or analytics in production-quality software; working with database query languages, such as SQL, MongoDB, or other data management tools to process large datasets; applying algorithms or data structures to write complex programs; and developing pricing models for financial products to model risk, economics, and cash flows under normal and distressed market environments. ©The Goldman Sachs Group, Inc., 2026. All rights reserved. Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veteran status, disability, or any other characteristic protected by applicable law.

Full job record

Job ID748f6b90b6f109efd9c83b68d578a32e05d5bc53
Org IDbe11fab8-3f8a-45d7-b0b8-f801e8cc9e3b
Source ID6c2fc4b4-b977-4fca-ad16-3207bde507b7
Board ID6c2fc4b4-b977-4fca-ad16-3207bde507b7
Provideroracle_hcm
Provider Job Key175521
TitleEngineering - Dallas - Vice President, Quantitative Engineering - 049460
Normalized Title
Statusactive
Activeyes
Location TextDallas, TX, United States
DepartmentVice President
Team
Employment Type
Workplace Type
Remote Policy
CountryUnited States
RegionTX
CityDallas
Salary RawDescription Job Duties: Vice President, Quantitative Engineering with Goldman Sachs & Co. LLC in Dallas, Texas. Multiple positions available. Lead the development, implementation, and documentation of scenarios comprised of a broad range of economic and financial variables for businesses within the Firm. Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues. Analyze large data sets (structured and unstructured) to build predictive models of business-relevant market variables. Develop, refine, and improve scenarios by leveraging knowledge in financial markets, economics, current events, statistical analysis, and programming. Build and challenge risk models, identify and quantify vulnerabilities across market, credit, liquidity risk and modeling. Create and maintain clear and complete technical documentation of the risk-model performance testing approach and process. Mentor junior and mid-level team members. Job Requirements: Master’s degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research, or related quantitative field and three (3) years of experience in job offered or a related quantitative engineering role OR Bachelor’s degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research, or related quantitative field and five (5) years of experience in job offered or a related quantitative engineering role OR PhD degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research, or related quantitative field and one (1) year of experience in job offered or a related quantitative engineering role. Prior experience must include three (3) years of experience (with a Master’s degree) OR five (5) years of experience (with a Bachelor’s degree) OR one (1) year of experience (with a PhD degree) with 5 of the 8 following skills: C++, Java, or Python; performing financial mathematics, including at least one of the following: stochastic calculus, no-arbitrage pricing theory, multivariable calculus, linear algebra, probability theory, numerical methods, or Monte-Carlo techniques; performing analysis leveraging market risk, credit risk, liquidity risk, or mathematical finance concepts; object-oriented programming and scripting programming languages such as Python or Java; implementing mathematical models or analytics in production-quality software; working with database query languages, such as SQL, MongoDB, or other data management tools to process large datasets; applying algorithms or data structures to write complex programs; and developing pricing models for financial products to model risk, economics, and cash flows under normal and distressed market environments. ©The Goldman Sachs Group, Inc., 2026. All rights reserved. Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veteran status, disability, or any other characteristic protected by applicable law.
Salary Min
Salary Max
Salary Currency
Salary Period
Source URLhttps://hdpc.fa.us2.oraclecloud.com/hcmUI/CandidateExperience/en/sites/CX_3002/job/175521
Apply URLhttps://hdpc.fa.us2.oraclecloud.com/hcmUI/CandidateExperience/en/sites/CX_3002/job/175521
First Seen At2026-06-04 10:46:18Z
Last Seen At2026-06-06 20:40:56Z
Last Checked At2026-06-06 20:40:56Z
Last Changed At2026-06-04 10:46:18Z
Inactive At
Source Posted At2026-06-03 12:42:41Z
Source Updated At
Raw Payload Uris3://job-postings-prod-raw-590183727216/raw/provider=oracle_hcm/board=hdpc.fa.us2.oraclecloud.com|CX_3002/date=2026-06-06/2026-06-06T20-39-27-656Z-8407786fbf547d2f1974010775020dbac3462628e2475885323cfa7a0ce0bba3.json
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Parsed Structured
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Extensions
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Native Structured
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