Finance Engineering - Vice President Corporate Treasury - Leap Strats
Posted 8 hours 10 minutes ago by Illinois CPA Society
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 analyse 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 behaviour.
- Advanced degrees (PhD or Masters) in quantitative field such as Engineering, Mathematics, or Physics.
- 5+ years of relevant experience, preferably in the financial services industry.
- 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.