Quantitative Developer - Corporate Treasury Strats
MORE ABOUT THIS JOB
In Finance 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.
The Corporate Treasury Strats team is looking for world class quantitative programmers to work closely with Corporate Treasury partners to employ quantitative analytics to drive optimizations of firm liquidity, cash and collateral management, funds transfer pricing and trade execution strategies. This is an integrated group which both explores new ideas for optimizing the funding management of the firm and also executes trading strategies, all in one team.
Corporate Treasury lies at the heart of Goldman Sachs, ensuring that businesses have the appropriate level of funding to conduct their activities, while also optimizing the firm's funding costs and managing liquidity risks. As part of the Corporate Treasury Engineering team you will be exposed to securities division and banking initiatives, to new business activities, and to critical strategic programs Goldman Sachs pursues to maintain its leadership among global financial institutions. RESPONSIBILITIES AND QUALIFICATIONS What we do and offer:
Corporate Treasury plays a central role in the firm's overall strategy with responsibility for providing appropriate funding to support all firm wide activity while maximizing net interest income. The division allocates financial resources, raises funding and capital to support firm activity, and dynamically manages the firm's asset liability risk and liquidity portfolio. Corporate Treasury actively engages in public markets and with businesses across the firm, investors, ratings agencies and regulators.
In Corporate Treasury Engineering, you'll find an exciting mix of engineering, mathematics, and finance to support Corporate Treasury in all its functions and also drive Engineering-led projects.
- We help treasury analyse our funding and liquidity position by providing quantitative analysis on our positions
- You will drive commercial impact by optimizing our trading positions and usage of assets and liabilities
- You will ensure that our profit and loss calculations are correct and timely.
- You will ensure that our risk is correctly captured.
- Engineers and non-Engineers closely collaborate so you will have the opportunity to interact with treasury on a regular basis
- We use a variety of technology such as Java, Python, and proprietary solutions. Quantitative developers and software developers work closely together.
- You will join our global team
- You will have a unique opportunity to learn and gain experience from a leading financial firm
At Goldman Sachs, our culture is one of teamwork, innovation and meritocracy. We often say our people are our greatest asset and we take pride in supporting each colleague both professionally and personally. From collaborative work spaces and mindfulness classes to working from home and flexible work options, we offer our people the support they need to reach their goals in and outside the office. Who we look for:
ABOUT GOLDMAN SACHS
- Bachelor, Master or PhD with a background in financial engineering/financial math; quantitative sciences, e.g. physics, statistics, applied math, electrical engineering, or other quantitative discipline.
- Strong analytical skills and mathematical fluency
- Programming experience for example in Java, Python, Matlab or similar
- Interest in solving financial business problems with broad engineering methods but prior financial knowledge is not essential.
- Drive to commercial outcomes.
- Excellent communication skills, including speaking to technical and non-technical audiences.
- Desire to take responsibility for own work and projects.
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., 2020. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity