Goldman Sachs Corporate Treasury Quantitative Engineering Analyst 

United States, New York, New York 

54009664

In Corporate Treasury 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. We own the analytics, methodologies, and infrastructure that facilitates the execution of Corporate Treasury’s mandate.The TES Strats team is looking for world class quantitative analysts to drive optimizations of trade execution strategies, funds transfer pricing, and risk management. As part of the team you will be involved in capital markets and banking initiatives, new business activities, firmwide strategic programs, and support of the TES trading desk, including creating and supporting tradables, risk reporting and associated processes.

Corporate Treasury Strats welcomes applicants with a PhD or a Masters in financial engineering, physics, statistics, applied math, or other quantitative sciences. Strong problem solving skills, mathematical fluency, and programming abilities are required.

How you will fulfill your potential:

• Develop software and analytics to progress Corporate Treasury’s mandates: interest rate pricing & risk management, trade execution, funding optimization & liquidity risk management and cash & collateral management
• Optimize the firm’s liability stack by developing balance sheet analytics and hedging strategies
• Actively engage with Corporate Treasury Trading, supporting valuation and risk/P&L reporting.
• Work with other Strats and technology departments to optimally leverage financial resources to achieve commercial priorities
• Perform quantitative analysis and facilitate business understanding of technical results

Skills and experience we are looking for:

• Expertise in an aspect of quantitative analysis, e.g. mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling.
• Extensive background in object-oriented computer programming: C++, Java, Python or equivalent language, preferably in large scale financial or technical computation.
• Experience with financial markets and assets; preference for vanilla interest rate derivative pricing, bond pricing, curve construction, hedging strategies and risk management.
• Excellent communication skills, including experience speaking to both technical and business audiences and working globally across multiple regions.
• 0-5 years of relevant, continuous experience.
• Mortgages experience is desired but not required

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.

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