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Corporate Treasury, Quantitative Engineering, Associate

Goldman Sachs

Goldman Sachs

Accounting & Finance
New York, NY, USA
Posted on Thursday, June 6, 2024

Job Description

Corporate 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 Impact:

By 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.
  • 2+ years of relevant, continuous experience.
  • Mortgages experience is desired but not required.

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.

We’re 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., 2023. All rights reserved.

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

Salary Range
The expected base salary for this New York, New York, United States-based position is $115000-$180000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.

Benefits
Goldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here.