Associate, Banking Risk

4 weeks ago


London, United Kingdom Goldman Sachs Full time

Corporate Treasury - London - Associate - Quantitative Engineering
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 the Interest Rate Risk (IRR) and Analytics Strats team within CT is to develop quantitative models for Asset Liability Management to optimize, analyze and manage the Firm's interest rate income generated from our assets and interest rate expense incurred on our liabilities.
As part of the team you will be involved in capital markets and banking initiatives, new business activities and firmwide strategic programs.
Develop quantitative models for interest rate risk, from both economic and earnings perspectives, liquidity & currency risks
Understand business needs, data requirements and specifications; facilitate and develop process workflow required to support implementation of engineering solutions
Perform quantitative analysis and facilitate business understanding of technical results
Work with other Strats and technology departments to optimally leverage financial resources to achieve commercial priorities
Advanced degrees (PhD or Masters) in quantitative field such as Engineering, Mathematics or Physics -- or Bachelors with relevant work experience
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.
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'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. We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity #J-18808-Ljbffr



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