Technology - Finance Engineering - Corporate Treasury Strats - Senior Vice President - New York
MORE ABOUT THIS JOB
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.
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.
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.
HOW YOU WILL FULFILL YOUR POTENTIAL
- Use engineering and/or scientific background to identify and measure risk and to implement quantitative and technical risk management solutions in software
- Apply analytics to drive commercial outcomes and communicate with precision and clarity
- 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
RESPONSIBILITIES AND QUALIFICATIONS
SKILLS AND EXPERIENCE WE ARE LOOKING FOR
- 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
- 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
- Minimum 5 years of experience in a quantitative finance role, team leadership experience preferable
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., 2017. All rights reservedGoldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.
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