Technology - Corporate Treasury Strats - Vice President
MORE ABOUT THIS JOB
The Strats group within Goldman Sachs is a world leader in developing quantitative techniques and technological solutions that solve complex and commercial business problems. The Corporate Treasury Strats group sits within the Financial Engineering function of Goldman Sachs, which spans engineering teams across Liquidity, Capital, Controller and Risk functions and specifically works within the Corporate Treasury Group.
RESPONSIBILITIES AND QUALIFICATIONS
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 RESPONSIBILITIES Corporate Treasury Strats use their engineering and/or scientific background to identify and measure risk and to implement quantitative and technical risk management solutions in software. Successful strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. Responsibilities include: • Team leadership to prioritize commercial products and close collaboration with business partners • Participate in the firm's liquidity risk analysis, stress testing, 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 partners
Corporate Treasury Strats welcomes applicants with Master's degree in financial engineering (or a related degree), with a PhD in a quantitative discipline, or relevant professional experience. Strong analytical skills, mathematical fluency, and programming abilities are required. • Minimum 5 years of experience in a quantitative finance role, team leadership experience preferable. • 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
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Software Engineer, Equities
Using a variety of languages, like Java and Python, Kelsey designs and builds integrated software applications used in Goldman Sachs’ equities business.
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