Finance, Corporate Treasury, Interest Rate Risk, Associate/Vice President

Description of Corporate Treasury :

Corporate Treasury works closely with the CFO, Treasurer and other members of senior management to manage the firm’s funding, liquidity, capital and relationships with creditors and regulators. The department plays a key role in firmwide strategic and analytical projects, providing a unique insight into the firm’s business activities and performance.

Responsibilities:

  • Develop analytical capabilities to measure, monitor and manage the Firm’s interest rate risk in the banking book (IRRBB)
  • Intimately involved in the development of methodologies, processes and infrastructure for short-term and long-term interest rate risk metrics
  • Reporting and ad-hoc analyses to inform interest rate risk mitigation strategies
  • Analyze metrics across business units under varying balance sheet and interest rate scenarios to evaluate IRR trends and sensitivities & perform risk attribution analysis
  • Develop interest rate risk reporting capabilities for Senior Management
  • Develop capabilities for sensitivity testing of key methodological assumptions on a periodic basis
  • Assist with documentation of assumptions, methodologies and processes required for the Firm’s IRRBB initiative
  • Develop policies required to effectively govern interest rate risk in the banking book, which address regulatory requirements and the Firm’s interest rate risk management priorities

Preferred Qualifications- Prior experience working on interest rate risk in the banking book, particularly on the development of methodologies to measure short-term and long-term interest rate risk

  • Keenly familiar with the fundamental concepts of fixed income math, interest rates, derivatives and asset-liability management
  • Self-starter who can drive projects independently with minimal oversight
  • Experience leading or managing projects, with the ability to collaborate with people from different departments and levels of seniority
  • Very strong verbal and written communication skills
  • Ability to develop and effectively deliver presentations for very senior audiences on conceptually intricate topics
  • Ability to spearhead content-driven discussions related to the development of interest rate risk measurement methodologies with highly technical audiences
  • Ability to develop detailed process and methodology documentation
  • Demonstrate good judgment when evaluating issues and alternatives
  • Ability to work on multiple projects concurrently with a high attention to detail
  • Experience with ALM software, such as QRM, preferred but not required

Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. © The Goldman Sachs Group, Inc., 2015. All rights reserved.


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