4 Quantitative Strategist, Corporate Treasury, Associate Jobs in Salt Lake, UT
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Quantitative Strategist, Corporate Treasury, Associate
$85k-105k (estimate)
Full Time | Banking
3 Weeks Ago
Goldman Sachs is Hiring a Quantitative Strategist, Corporate Treasury, Associate Near Salt Lake, UT
Job DescriptionIn Corporate Treasury (CT) 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.
Corporate Treasury lies at the heart of Goldman Sachs, ensuring all the businesses have the appropriate level of funding to conduct their activities, while also optimizing the firm’s liquidity and managing its risk.
The mission statement of this pillar within CT is two pronged: a classic desk strat role of trading’s support for all intercompany bookings which impact various Liquidity/Credit limits as well as building modelling & analytics surrounding liquidity explain & trade recommendations.
Job Duties
Corporate Treasury lies at the heart of Goldman Sachs, ensuring all the businesses have the appropriate level of funding to conduct their activities, while also optimizing the firm’s liquidity and managing its risk.
The mission statement of this pillar within CT is two pronged: a classic desk strat role of trading’s support for all intercompany bookings which impact various Liquidity/Credit limits as well as building modelling & analytics surrounding liquidity explain & trade recommendations.
Job Duties
- Work as a quantitative strategist to build, enhance and analyse mathematical models designed to optimize liquidity usage in the firm.
- Build quantitative tools to attribute, explain and perform scenario analyses on various liquidity metrics.
- Write model documents and execute model validation process in accordance with firm policy for quantitative models.
- Collaborate with non-engineers to explain model behaviour.
- Strong analytical, mathematical, and programming background
- Expertise in Python, or similar language; experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
- Expertise in an aspect of quantitative analysis, e.g. mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling.
- Experience with financial markets and assets; preference for vanilla interest rate derivative pricing, bond and deposit 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.
Job Summary
JOB TYPE
Full Time
INDUSTRY
Banking
SALARY
$85k-105k (estimate)
POST DATE
07/11/2024
EXPIRATION DATE
08/08/2024
WEBSITE
goldmansachs.com
HEADQUARTERS
CHICAGO, IL
SIZE
>50,000
FOUNDED
1869
CEO
JOHN COBLENTZ
REVENUE
>$50B
INDUSTRY
Banking
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