Finance and Risk Engineering - Corporate Treasury Strats - Software Engineer
What We Do
Corporate Treasury works closely with the CFO, Treasurer and other members of senior management to manage the firm's 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 firm's business activities and performance.
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
In Finance & Risk 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.
Credit Risk manages the systems that facilitate the business of Credit Risk Management and Advisory (CRMA), the team that is responsible for sales and counterparty credit risk management and rating agency advisory for investment banking partners. Maintain a scenario stress testing engine that is used in a variety of risk and capital calculations as well as applications to allow for the effective risk management of firm counterparties
RESPONSIBILITIES AND QUALIFICATIONS
- Participate in the firm's liquidity risk analysis, cash & collateral management, and asset liability management
- Work with treasury, desk strategists, and technology departments to define and implement liquidity models, including accountability for modeling methodologies, code base, and infrastructure
- Analyze model output and facilitate understanding of model results by non-technical clients
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.
- Solid background in computer programming, C++, Java, Matlab or equivalent language, preferentially in large scale financial or technical computations
- Familiarity with financial markets, financial assets, and asset pricing
- Excellent verbal and written communication skills
Who We Are
At Goldman Sachs, our Engineers don't 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.
ABOUT GOLDMAN SACHS
The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.
© The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.
See Inside the Office of Goldman Sachs
The Goldman Sachs Group, Inc. is a leading global investment banking, securities, and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments, and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.
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