Goldman Sachs

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  • 1,000 - 50,000 employees

Finance and Risk Quantitative Strats Summer Analyst (Jun 2026)

Location details

On-site

  • United States

    United States

    • Texas

      Dallas

Location

Dallas

Closing in 28 days

Opportunity details

  • Opportunity typeInternship, Clerkship or Placement
  • Application open dateApply by 1 Mar 2026
  • Start dateStart date 1 Jun 2026 - 30 Jun 2026

Join Goldman Sachs’ Summer Analyst Program to gain hands-on experience in finance, risk, and quantitative strategies within a collaborative global firm.

Your Role

Here’s what you will be doing:

  • Attend orientation to learn about the firm’s culture, benefits, and responsibilities
  • Receive training designed to help you succeed in your role
  • Work on real responsibilities alongside fellow interns and firm professionals
  • Engage with divisions including Controllers, Corporate Treasury, Risk, and Quantitative Strategies
  • Support financial and regulatory reporting, capital and liquidity management, risk identification and management, and quantitative model development
  • Collaborate with business units, control departments, technology teams, investors, and regulators

About You

The company is looking for:

  • Students pursuing a bachelor’s or graduate degree
  • Individuals interested in financial markets, accounting, valuation, capital allocation, liquidity, risk management, and quantitative finance
  • Collaborative team players with strong quantitative analysis, programming, research, and problem-solving skills
  • Those eager to learn and contribute within a culture of teamwork and innovation

Compensation & Benefits

  • Healthcare & Medical Insurance including medical, dental, disability, life, accidental death, labor accident, and business travel accident insurance
  • Competitive holiday and vacation policies with a minimum of three weeks expected vacation usage annually
  • Financial wellness and retirement support including live financial education and planning resources
  • Health services such as medical advocacy, counseling, Employee Assistance Program, global medical and travel assistance, and workplace ergonomics
  • Fitness benefits including on-site fitness centers and reimbursement for fitness club memberships
  • Child care and family care services including on-site child care, emergency back-up care, parental resources, and adoption/surrogacy stipends

Training & Development

  • Comprehensive training programs to support success in the internship
  • Expert mentorship and guidance across the firm to navigate financial markets and quantitative finance methods

How to Apply

  • Applicants may apply to up to four business/location combinations per recruiting year
  • Additional applications beyond four will be auto-withdrawn
  • Applicants must withdraw existing applications before applying to new opportunities
  • Applicants should not create multiple email addresses to apply for additional opportunities

This job may close before the stated closing date, you are encouraged to apply as soon as possible

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Work rights

The opportunity is available to applicants in any of the following categories.

Work right - United States
United States
US CitizenUS Permanent ResidentUS Student Visa

Qualifications & other requirements

You should have or be completing the following to apply for this opportunity.

Degree or Certificate
Qualification level
Qualification level
Bachelor or higher
Study field
Study field (any)
Business & Management
  • Accounting
  • Business
  • Business Administration
  • Commerce
  • Finance
Engineering & Mathematics
  • Mathematics & Statistics

Hiring criteria

  • Experience requirementNo experience required
  • Working rights
    US Citizen
  • Study fields
    Business & Management
  • Degree typesBachelor or higher
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About the employer

logo-goldman-sachs-450x450-2022

Goldman Sachs USA

Number of employees

1,000 - 50,000 employees

Industries

Finance & Banking

A first-class financial institution that provides an array of financial services to a diversified clientele.