Tech - Financial Engineering - GS Bank Strats - VP Deposit Modeler - VP - New York



Our team of engineers builds solutions to the most complex problems. We develop cutting-edge systems and processes that form the core of our key business and enable transactions to move in milliseconds. We provide real-time access to critical deal information and crunch billions of data points each day to inform firm-wide market insights and strategies. Team members have the opportunity to work at the forefront of technology innovation alongside industry leaders and make significant contributions to the field.


Job Summary & Responsibilities

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.

"We are seeking a strong quantitative candidate (VP level position) to develop deposit models at Goldman Sachs Bank USA. Goldman Sachs Bank USA is a wholly-owned subsidiary of The Goldman Sachs Group, Inc., a global investment banking, securities and investment management firm. GS Bank Strats group plays an important role in the financial management of the Bank and its commercial initiatives. This includes developing the Bank?s asset strategy and the analysis and management of market, liquidity and funding risks in the Bank?s businesses. Strategists liaise with a number of people, including colleagues in deal teams, risk management, technology, treasury, and firm-wide strategists. We offer exciting opportunities for a strong analytical candidate with good deposit modeling, statistics and software development experience.

The role requires good statistical and business knowledge and demonstrated ability to build deposit models that have a sound mathematical backing and at the same time are intuitive and usable by the business. Past experience with internet savings deposits will be a huge plus.

Job Summary:

  • Develop and maintain statistical models and analytics for deposits including non-maturity deposits and term deposits
  • Analyze deposit behavior and build analytics based on industry data
  • Develop tools and systems for Asset Liability Management of the balance sheet including interest rate risk, funds transfer pricing and CCAR/DFAST

Basic Qualifications

  • Masters degree in statistics, computer science, math, physics or engineering
  • Experience with statistical tools such as SAS and/or R
  • Good knowledge of asset liability management (ALM) and liquidity considerations at Banks Good SQL/database experience

Preferred Qualifications

  • Strong coding skills preferably with a working knowledge of Java, C++, Python or Scala. Knowledge of SecDB/Slang is a plus


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., 2017. All rights reservedGoldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.

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