Quantitative Strategist

3 tygodni temu


Warszawa, Mazovia, Polska Goldman Sachs Pełny etat

Role Summary:

At Goldman Sachs, the Resource Allocation (RA) Strats team within Corporate Treasury (CT) is dedicated to developing quantitative frameworks to optimize the firm's liabilities. Our mission is to source and optimize the Firm's liabilities, partnering with senior leadership across the firm to manage the firm's funding across various channels, products, and tenors. We strive to create benchmarks to track the sourcing of liabilities and quantify complex relationships of a dynamic balance sheet across multiple dimensions, such as earnings, risk, incentives, and regulatory constraints.

Key Responsibilities:

  1. Develop and implement quantitative frameworks and mathematical models to optimize the firm's liabilities.
  2. Understand business needs, data requirements, and specifications, and facilitate the development of process workflows to support data engineering solutions.
  3. Model and understand regulatory constraints impacting the Firm's balance sheet, including liquidity, leverage, capital, and market limits.
  4. Analyze model output and facilitate understanding of model results by non-technical clients.
  5. Manage and execute end-to-end systems development cycles from requirements analysis to post-go-live maintenance.

Requirements:

  1. Advanced degrees in quantitative fields, such as Engineering, Mathematics, or Physics, or Bachelors with relevant work experience.
  2. 5+ years of experience in quantitative modeling and analytics.
  3. Proficiency in Python programming language.
  4. Strong analytical and problem-solving skills.
  5. Excellent communication skills, including experience speaking to both technical and business audiences.
  6. Familiarity with financial markets, financial products, and optimization.

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