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The Core Engineering, FTP Strats, Associate, Quantitative Engineering

New York, NY, US • Posted 3 days ago • Updated 1 hour ago

Full Time

On-site

Fitment

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Job Details

Skills

Leadership
Risk Management
Decision-making
Treasury
Trading
Fixed Income
Pricing
Workflow
Data Engineering
Analytics
Reporting
FTP
Application Lifecycle Management
Management
Systems Engineering
Requirements Analysis
Testing
Acceptance Testing
Mathematics
Physics
Computer Science
Analytical Skill
Problem Solving
Conflict Resolution
Python
Communication
Finance
Optimization

Summary

Job Description

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

Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.

Dice Id: 10121118
Position Id: 9c656a85841d2ebcb0a29ccf55c4e504
Posted 3 days ago

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