Goldman Sachs Transaction Banking Market Liquidity Risk 

United States, New York, New York 

612467768

Platform Solutions

• Transaction Banking , a cash management and payments platform for clients building a corporate treasury system
• Enterprise Partnerships , consumer financial products that companies embed directly within their ecosystems to better serve their end customers
• ETF Accelerator , a platform for clients to launch, list and manage exchange-traded funds

HOW YOU WILL FULFILL YOUR POTENTIAL

RESPONSIBILITIES

• Partner with the business to meet its objectives, including proactively assessing measurement of deposit value, pricing and risk to better inform assessment of business opportunities
• Partner closely with divisional quant/engineering teams to assess the appropriateness of our market and liquidity risk management approach, including hedging strategy and measurement of portfolio liquidity and market risk
• Partner closely with divisional quant/engineering teams, as well as corporate treasury and the risk division to build out reporting that allows us to have clear line of sight into the market sensitivities on a business unit and aggregated level
• In partnership with corporate treasury and the risk division, define and determine the metrics needed to communicate the market sensitivities and funding value that is required to effectively manage the risk in the business, and help meet its objectives
• In partnership with corporate treasury and the risk division, modify the hedging strategies for our deposit portfolio as appropriate
• Lead financial risk governance forums to ensure that the right business inputs and risk factors are considered when making pricing decisions - weighing growth targets, profitability targets, and risk tolerance, a making the right decisions

QUALIFICATIONS

• 5+ years of relevant professional experience in ALM, Treasury, or interest rate trading space required
• Understanding of interest rate markets, including interest rate risk management and DV01 required, with understanding of options a plus
• Ability to analyze large amounts of data and tie results to the “big picture”
• Strong analytical and quantitative skills
• Ability to manage several projects/tasks simultaneously with high attention to detail
• Team oriented; strong interpersonal and communication skills
• Energetic, self-directed, and self-motivated