At a Glance
- Tasks: Design and implement quantitative models for risk management and liquidity analysis.
- Company: Join Goldman Sachs, a leading global investment banking firm with a collaborative culture.
- Benefits: Enjoy competitive salary, generous vacation, health support, and professional development opportunities.
- Other info: Dynamic environment with excellent career growth and commitment to diversity and inclusion.
- Why this job: Make an impact in finance while working with cutting-edge technology and diverse teams.
- Qualifications: Strong quantitative skills, programming experience, and a passion for finance are essential.
The predicted salary is between 99000 - 121000 £ per year.
About Corporate Treasury
Corporate Treasury manages the firm’s liquidity, funding, balance sheet and capital to maximize net interest income and return on equity through liability planning and execution, financial resource allocation, asset liability management, and liquidity portfolio management. The division is run by the Global Treasurer and works closely with the CFO, each of the firm’s businesses, Controllers, Operations, and Investor Relations among other groups at the firm. The division is ideal for collaborative individuals with strong quantitative analysis skills, interest in portfolio & liquidity management and risk management mind set.
Job Responsibilities
- Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned to IRRBB best practices.
- Build robust analytics for sensitivity, stress, and scenarios analysis across portfolios and entities.
- Produce and enhance methodologies for interest rate risk metrics, partner closely with stakeholders across teams.
- Develop and uplift models to reflect evolving business needs, maintain model documentation and implementation, support regulatory inquiries and second-line validation.
- Deliver clear presentations, reports, and explain related to projects for discussion with managers and team.
Qualifications
At Goldman Sachs, we think who you are makes you better at what you do. We seek out people with excellent quantitative and communication skills. Here are some of the qualities we look for:
- Excellent academic background in a quantitative field such as mathematics, physics, statistics, engineering, or computer science, with a preference for Masters and PhDs.
- Strong programming skills in an object oriented or functional paradigm such as C++, Java or Python.
- Excellent written, verbal, and team-oriented communication skills.
- Experience in quantitative finance role, building risk system and use of AI-based tools in development is a plus.
- A self-starter, should have ability to work independently as well as thrive in a team environment.
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.
Corporate Treasury - Quantitative Engineer - Vice President - London employer: Goldman Sachs Group, Inc.
Goldman Sachs is an exceptional employer, offering a dynamic work environment in Birmingham that fosters collaboration and innovation. Employees benefit from comprehensive growth opportunities, a strong emphasis on work-life balance, and the chance to be part of a leading global financial institution that values diversity and inclusion.
