This question is about Goldman Sachs jobs.
To answer "Why Goldman Sachs?" in an interview, you should respond by saying that Goldman Sachs is a legendary financial industry global leader that offers services to some of the world's most important governments, corporations, and institutions.
Then you can expand by saying how your goals align with the goals of Goldman Sachs, and how you feel your hiring would be beneficial for both parties.
You can also appear humble by expressing a desire to learn from one of the premier financial companies in the world.
If possible, you should also tie in a personal anecdote to your answer. This can be from your career history or even before that.
This can allow your interviewer to see you as a real person and not just another candidate, so insert a personal story that applies to this answer, if you can.