Quantitative Strategist, Corporate Treasury, Associate
Location: Salt Lake City, Utah, United States
Opportunity Overview
CORPORATE TITLE: Associate
OFFICE LOCATION(S): Salt Lake City
JOB FUNCTION: Quantitative Engineering
DIVISION: Corporate Treasury
In Corporate Treasury (CT) 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.
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 mission statement of this pillar within CT is two pronged: a classic desk strat role of trading’s support for all intercompany bookings which impact various Liquidity/Credit limits as well as building modelling & analytics surrounding liquidity explain & trade recommendations.
Job Duties
- Work as a quantitative strategist to build, enhance and analyze mathematical models designed to optimize liquidity usage 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 behavior.
Qualifications
- Strong analytical, mathematical, and programming background.
- Expertise in Python, or similar 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 modeling.
- Experience with financial markets and assets; preference for vanilla interest rate derivative pricing, bond and deposit 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.
ABOUT GOLDMAN SACHS
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.
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.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity.
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