Quantitative Strat

Job Summary

Corporate Treasury (CT) 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 Resource Allocation (RA) Strats team within CT is to develop quantitative frameworks to source and optimize the Firm’s liabilities. We partner with senior leadership across the firm to manage the firm’s funding across unsecure, secured and deposit channels; set appropriate incentives for assets and liabilities businesses; and create funding plans for budget and stress.

Resource Allocation’s primary objectives are to:

Optimize the firm’s liability stack across diverse channels, products, tenors Create benchmarks to track the sourcing of liabilities Quantify complex relationships of a dynamic balance sheet across multiple dimensions such as earnings, risk, incentives, and regulatory constraints

Responsibilities: 

Develop quantitative frameworks and mathematical models to optimize the firm’s liabilities Understand business needs, data requirements and specifications; facilitate and develop process workflow required to support implementation of data engineering solutions Understand and model all the regulatory constraints impacting the Firm’s balance sheet: liquidity, leverage, capital, market limits Enhance existing programs used to guide the Firm’s strategic and tactical funding decisions  Analyze model output and facilitate understanding of model results by non-technical clients Manage/Execute end-to-end systems development cycle from requirements analysis, coding, testing, UAT and post go live maintenance

Basic Qualifications

Advanced degrees (PhD or Masters) in quantitative field such as Engineering, Mathematics or Physics - or Bachelors with relevant work experience 5+ years of relevant experience in quantitative modelling and analytics Python programming language - preferred Strong analytical and problem solving ability Excellent communication skills, including experience speaking to both technical and business audiences and working globally across multiple regions Familiarity with financial markets, financial products, and optimization is a plus Self-motivated team player 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, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at /careers. 
We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process.

---