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QUANTITATIVE ENGINEER - CORPORATE TREASURY - CORPORATE TREASURY STRATS (ALM) - ANALYST - NEW YORK

Goldman Sachs
New York, NY Full Time
POSTED ON 1/17/2025
AVAILABLE BEFORE 4/15/2025

MORE ABOUT THIS JOB :

ENGINEERING

What We Do

At Goldman Sachs, our Engineers dont just make things we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets .

Engineering, which is comprised of our Technology Division and global strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities? Start here.

Who We Look For

Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.

Engineering- Corporate Treasury Strats Analyst / Associate

Corporate Treasury strategist (or strat) is a highly collaborative role requiring close interactions with the Corporate Treasury, Trading, and Market and Credit Risk management functions. A member of our team would be able to use their engineering and / or scientific background to identify and measure risk and to implement quantitative and technical risk management solutions in software. A successful strat would be highly analytical, driven to own commercial outcomes and will be able to communicate with precision and clarity.

Corporate Treasury works closely with the CFO, Treasurer and other members of senior management to manage the firms liquidity risk, secured and unsecured funding programs, and the level and composition of consolidated and subsidiary equity capital. The department plays a key role in firmwide strategic and analytical projects, providing a unique insight into the firms business activities and performance..

Your Impact :

Corporate Treasury Strats use their engineering and / or scientific background to implement quantitative analytics and management solutions in software. Corporate Treasury Engineering products guide funding sourcing decisions, allocation of financial resources, quantification of funding costs, and strategies to minimize costs and hedge risks. Successful strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity.

Corporate Treasury Strats welcomes applicants with a Masters or a PhD in financial engineering / financial math; quantitative sciences, e.g. physics, statistics, applied math or other quantitative discipline; or relevant professional experience. Strong analytical skills, mathematical fluency, and programming abilities are required.

Our primary objectives are to :

  • Maintain an appropriate level of excess liquidity to protect against market-wide or Goldman Sachs-specific stresses and to meet intraday liquidity requirements
  • Determine the appropriate funding strategy for assets based upon their liquidation profiles
  • Raise funding across diverse markets, investors, and products; and,
  • Hold adequate capital to protect against risk of loss and to meet regulatory requirements

RESPONSIBILITIES AND QUALIFICATIONS :

Responsibilities include :

  • Participate in the firms liquidity risk analysis, cash & collateral management, and asset liability management
  • Build liquidity and ALM models in the firm proprietary programming language
  • Understand and evolve / project the firms liquidity needs / risks to model the excess liquidity buffer requirement.
  • Work with treasury, desk strategists, and technology departments on model creation, testing, signoff, maintenance, and methodology enhancements
  • Be responsible for modeling methodologies, code base, and infrastructure
  • Analyze model output and facilitate understanding of model results by non-technical clients
  • Interact with Regulators on regulatory issues, requests, and capital issues
  • Qualifications :

  • Corporate Treasury Strategists (or Strats) welcomes applicants with academic background in a quantitative field such as Engineering, Mathematics or Physics advanced degrees (PhD or Masters) or Bachelors with relevant technical work experience. A strong analytical, mathematical and programming background is preferred.
  • Solid background in computer programming, C / C / Java / MATLAB or equivalent language, preferentially in large scale financial or technical computations
  • Familiarity with financial markets, financial assets, and asset pricing is a definite plus
  • Excellent verbal and written communication skills
  • Self-motivated team player.
  • ABOUT GOLDMAN SACHS :

    ABOUT GOLDMAN SACHS

    At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

    We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com / careers .

    Were committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more : https : / / www.goldmansachs.com / careers / footer / disability-statement.html

    The Goldman Sachs Group, Inc., 2020. All rights reserved.

    Goldman Sachs is an equal employment / affirmative action employer Female / Minority / Disability / Veteran / Sexual Orientation / Gender Identity

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