Corporate Treasury
We're a team of specialists charged with managing the firm’s funding, liquidity, capital and relationships with creditors and regulators. Corporate Treasury manages the firm’s financial resources and minimizes interest expense through liability planning, asset liability management, and liquidity portfolio yield enhancement. The division is ideal for collaborative individuals who have strong quantitative analysis skills and risk management capabilities since Treasury actively manages the firm’s financial resources which are constantly changing due to business activity, markets, risk appetite, regulations and other factors.
Liquidity Strats
Liquidity Strats use their programming and mathematical background to identify and measure risk and to implement quantitative and technical risk modelling solutions. Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. As a part of the team, you will work with our key business partners, understand financial market, to quantify the firm’s risk. You will also focus on developing quantitative models & scalable architecture.
Functionality Description
Developing risk models and risk sensitivity analysis that use advanced mathematical/statistical/engineering approaches such as optimization, machine learning, regressions, visualization
Performing detailed analysis on risk trends and drivers
Updating and maintaining risk models along with business growth and risk environment changes
Developing and maintaining large scale risk infrastructures/systems using strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python, Scala)
Experience in designing highly scalable, efficient systems
Effectively communicating results and outputs from the model and insights from analysis
Qualifications
Post graduate degree /Bachelor’s degree in Mathematics, Physics, Electrical Engineering or related technical discipline
6+ years experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
Strong analytical and problem solving skills using math, statistics, and programming
Demonstrated ability to learn technologies and apply
Excellent communication skills including experience speaking to technical and business audiences and working globally
Strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python)
Experience in designing highly scalable, efficient systems
Familiarity with financial markets, financial assets and risk management practices is a plus
Accessibility and Equal Opportunity
We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process.
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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We're a team of specialists charged with managing the firm’s funding, liquidity, capital and relationships with creditors and regulators. Corporate Treasury manages the firm’s financial resources and minimizes interest expense through liability planning, asset liability management, and liquidity portfolio yield enhancement. The division is ideal for collaborative individuals who have strong quantitative analysis skills and risk management capabilities since Treasury actively manages the firm’s financial resources which are constantly changing due to business activity, markets, risk appetite, regulations and other factors.
Liquidity Strats
Liquidity Strats use their programming and mathematical background to identify and measure risk and to implement quantitative and technical risk modelling solutions. Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. As a part of the team, you will work with our key business partners, understand financial market, to quantify the firm’s risk. You will also focus on developing quantitative models & scalable architecture.
Functionality Description
Developing risk models and risk sensitivity analysis that use advanced mathematical/statistical/engineering approaches such as optimization, machine learning, regressions, visualization
Performing detailed analysis on risk trends and drivers
Updating and maintaining risk models along with business growth and risk environment changes
Developing and maintaining large scale risk infrastructures/systems using strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python, Scala)
Experience in designing highly scalable, efficient systems
Effectively communicating results and outputs from the model and insights from analysis
Qualifications
Post graduate degree /Bachelor’s degree in Mathematics, Physics, Electrical Engineering or related technical discipline
6+ years experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
Strong analytical and problem solving skills using math, statistics, and programming
Demonstrated ability to learn technologies and apply
Excellent communication skills including experience speaking to technical and business audiences and working globally
Strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python)
Experience in designing highly scalable, efficient systems
Familiarity with financial markets, financial assets and risk management practices is a plus
Accessibility and Equal Opportunity
We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process.
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.
#J-18808-Ljbffr
