Goldman Sachs is Hiring a Corporate Treasury, Quantitative Engineering, Associate Near New York, NY
Job DescriptionCorporate Treasury lies at the heart of Goldman Sachs, ensuring that businesses have the appropriate level of funding to conduct their activities, while optimizing the firm’s funding costs and managing liquidity risks. We are responsible for managing the firm’s liquidity, funding, balance sheet and capital to maximize net interest income and return on equity through liability planning and execution, financial resource allocation, asset liability management, and liquidity portfolio management. In Corporate Treasury Engineering, you’ll find an exciting confluence of computer science, finance and mathematics being used to solve for what our shareholders would like from us – a high return for the right risk taken. We own the analytics, methodologies, and infrastructure that facilitates the execution of Corporate Treasury’s mandate. The TES Strats team is looking for world class quantitative analysts to drive optimizations of trade execution strategies, funds transfer pricing, and risk management. As part of the team you will be involved in capital markets and banking initiatives, new business activities, firmwide strategic programs, and support of the TES trading desk, including creating and supporting tradables, risk reporting and associated processes. Your ImpactBy creating reporting and analysis to quantify funding needs and costs, Corporate Treasury Strat products are used to guide allocation of financial resources and strategies to minimize costs and hedge risks, including funding sourcing decisions. Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. Corporate Treasury Strats welcomes applicants with a PhD or a Masters in financial engineering, physics, statistics, applied math, or other quantitative sciences. Strong problem solving skills, mathematical fluency, and programming abilities are required. How You Will Fulfill Your Potential
Develop software and analytics to progress Corporate Treasury’s mandates: interest rate pricing & risk management, trade execution, funding optimization & liquidity risk management and cash & collateral management
Optimize the firm’s liability stack by developing balance sheet analytics and hedging strategies
Actively engage with Corporate Treasury Trading, supporting valuation and risk/P&L reporting.
Work with other Strats and technology departments to optimally leverage financial resources to achieve commercial priorities
Perform quantitative analysis and facilitate business understanding of technical results
Skills And Experience We Are Looking For
Expertise in an aspect of quantitative analysis, e.g. mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling.
Extensive background in object-oriented computer programming: C , Java, Python or equivalent language, preferably in large scale financial or technical computation.
Experience with financial markets and assets; preference for vanilla interest rate derivative pricing, bond pricing, curve construction, hedging strategies and risk management.
Excellent communication skills, including experience speaking to both technical and business audiences and working globally across multiple regions.