Corporate Treasury Strats - Quantitative Analyst/Developer
- London, United Kingdom
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.
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.
RESPONSIBILITIES AND QUALIFICATIONS
How you will fulfill your potential:
- Develop software and analytics to further develop Corporate Treasury's firmwide mandates: liquidity risk, interest rate pricing and risk management, trade execution, cash & collateral management, funding optimization.
- Actively engage with corporate treasury traders and supporting them with their valuation and hedging requests.
- Work with desk strategists and technology departments to implement processes to optimally leverage financial resources to achieve commercial priorities
- Perform quantitative analysis and facilitate business understanding of technical results
- Optimize the firm's liability stack by developing balance sheet analytics and hedging strategies
- Solid background in object-oriented computer programming: C++, Java, Python or equivalent language , preferably in large scale financial or technical computations
- Expertise in some aspect of quantitative analysis, e.g. mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling
- Strong software design experience
- Experience with financial markets and assets, with a preference for vanilla interest rate derivative pricing, bond products pricing, curve construction, hedging strategies and risk management.
- Excellent communication skills, including experience speaking to technical and business audiences and working globally across multiple regions.
- Up to 10 years of relevant, continuous experience.
- Credit or mortgages experience is desired but not required .
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
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