Tech, Financial Risk Engineering Strats, VP

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. 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.

Primary Responsibilities

  • 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•Master's degree in statistics, computer science, math, physics or engineering.

  • Strong coding skills preferably with a working knowledge of Java, C++, Python or Scala. Knowledge of SecDB/Slang is a plus.
  • Experience with statistical tools such as SAS and/or R
  • Good knowledge of ALM and liquidity considerations at Banks
  • Good SQL/database experience
  • Strong verbal and written communication skills

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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