Goldman Sachs Finance Engineering - Analyst Corporate Treasury 

United Kingdom, England, London 

620569843

In this role, you will be provided unique insight into the firm’s business activities and asset strategy. You will be responsible for defining and developing models to optimize liquidity, creating optimization algorithms for real-time collateral management, and building metric calculators and other automated tools to help business get insights into data, predict scenarios and perform better decision making to reduce interest expense for the firm. This front to back model gives the quantitative developer a window into all aspects of CT planning and execution while working on cutting edge industrial technologies.

Job Duties

• Work as a quantitative strategist to build, enhance and analyse mathematical models designed to optimize liquidity usage and collateral management in the firm.
• Build quantitative tools to attribute, explain and perform scenario analyses on various liquidity metrics.
• Write model documents and execute model validation process in accordance with firm policy for quantitative models.
• Collaborate with non-engineers to explain model behaviour.

• Degree in quantitative field such as Engineering, Computer Science, Mathematics, or Physics
• Strong analytical, mathematical, and programming background
• Expertise in Python, Java, or other coding language; experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
• Expertise in an aspect of quantitative analysis, e.g. mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modelling.
• Excellent communication skills, including experience speaking to both technical and business audiences and working globally across multiple regions.