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For Companies At a Glance
- Tasks: Design and implement quantitative models for funding and risk management in a dynamic financial environment.
- Company: Join Goldman Sachs, a leading global investment banking and securities firm.
- Benefits: Enjoy competitive pay, diverse opportunities, wellness programs, and professional growth.
- Why this job: Make a real impact in finance while working with cutting-edge quantitative techniques.
- Qualifications: Advanced degree in a quantitative field or relevant experience; strong analytical skills required.
- Other info: Collaborative culture with a commitment to diversity and inclusion.
The predicted salary is between 43200 - 72000 £ per year.
Overview
Corporate Treasury lies at the heart of Goldman Sachs, ensuring all the businesses have the appropriate level of funding to conduct their activities, while also optimizing the firm’s liquidity and managing its risk.
The Funds Transfer Pricing (FTP) Strats team within Treasury is dedicated to developing robust quantitative Asset Liability Management (ALM) models and frameworks. This enables the accurate pricing, incentivization, and execution of funding transfers, utilizing liabilities such as deposits and notes, to support the Firm\’s asset-generating revenue activities. The team collaborates closely with Treasury traders, deposit and revenue businesses, Risk, and senior leadership across the Firm to strategically manage the overall balance sheet and enhance risk management.
FTP’s primary objectives are:
- Incentivize the desks’ decision making to align with Firm’s overarching financial objectives while operating within established risk and regulatory frameworks
- Efficiently execute funds transfer through the utilization of internal funding instruments developed and managed by the FTP strats team
- Manage deposits pricing models to accurately quantify and assess interest rate risks across all deposits in the Firm
- Develop and manage effective quantitative models that facilitate the transfer of market risks in Treasury, enabling centralized managed by the Treasury trading desk
Responsibilities:
- Design and implement quantitative frameworks and mathematical models to accurately price funding for Firm’s assets and liabilities
- Develop fixed-income tradable models for internal funding transfer and risk centralization as well as pricing models for deposits based to quantify deposits risk to markets sensitivities
- Understand business needs, data requirements and specifications; facilitate and develop process workflow required to support implementation of data engineering solutions
- Develop analytics and reporting to provide transparency on FTP and ALM
- Analyze model output and facilitate understanding of model results by non-technical clients
- Manage/Execute end-to-end systems development cycle from requirements analysis, coding, testing, UAT and post go live maintenance
Basic Qualifications
- Advanced degrees (PhD or Masters) in a quantitative field such as Mathematics, Physics, Engineering, or Computer Science — or bachelor’s with relevant work experience
- Strong analytical and problem-solving ability
- Python or similar programming language
- Excellent communication skills, including experience speaking to both technical and business audiences and working globally across multiple regions
- Familiarity with financial markets, financial products, and optimization is a plus
- Self-motivated team player
About Goldman Sachs
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.
We believe who you are makes you better at what you do. We\’re committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.
We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: GS.com/careers/footer/disability-statement.html
Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.
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Quantitative Engineering employer: Goldman Sachs Bank AG
Contact Detail:
Goldman Sachs Bank AG Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Engineering
✨Tip Number 1
Network like a pro! Reach out to folks in your field, especially those at Goldman Sachs. A friendly chat can open doors and give you insights that a job description just can't.
✨Tip Number 2
Prepare for interviews by diving deep into quantitative models and financial markets. Brush up on your Python skills too! We want to see you shine when discussing your technical expertise.
✨Tip Number 3
Showcase your problem-solving skills with real-world examples. Think of challenges you've tackled in previous roles or projects, and be ready to share how you approached them.
✨Tip Number 4
Don't forget to apply through our website! It’s the best way to ensure your application gets noticed. Plus, it shows you're serious about joining the team at Goldman Sachs.
We think you need these skills to ace Quantitative Engineering
Some tips for your application 🫡
Tailor Your CV: Make sure your CV reflects the skills and experiences that align with the Quantitative Engineering role. Highlight your analytical abilities, programming skills, and any relevant projects that showcase your expertise in quantitative models.
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about the role and how your background fits with the team’s objectives. Don’t forget to mention your understanding of financial markets and your problem-solving approach.
Showcase Your Technical Skills: Since this role requires strong programming skills, be sure to include any experience you have with Python or similar languages. If you've worked on relevant projects, describe them briefly to demonstrate your technical prowess.
Apply Through Our Website: We encourage you to apply directly through our website for the best chance of being noticed. It’s straightforward and ensures your application goes straight to the right people. Plus, we love seeing candidates who take the initiative!
How to prepare for a job interview at Goldman Sachs Bank AG
✨Know Your Quantitative Stuff
Make sure you brush up on your quantitative skills and models relevant to Asset Liability Management. Be ready to discuss your experience with Python or similar programming languages, as well as any specific projects where you've developed or implemented quantitative frameworks.
✨Understand the Business Context
Familiarise yourself with Goldman Sachs' business model and how the FTP Strats team fits into the larger picture. This will help you articulate how your skills can contribute to their objectives, especially in terms of risk management and funding strategies.
✨Communicate Clearly
Practice explaining complex quantitative concepts in simple terms. You’ll likely need to communicate with both technical and non-technical audiences, so being able to bridge that gap is crucial. Think of examples where you've successfully done this in the past.
✨Prepare for Problem-Solving Questions
Expect to tackle some analytical problems during the interview. Brush up on your problem-solving techniques and be prepared to walk through your thought process. This will showcase your analytical abilities and how you approach challenges in a structured way.
