Quantitative Engineer
3 tygodni temu
In the heart of Goldman Sachs, our Corporate Treasury (CT) Engineering team combines computer science, finance, and mathematics to optimize the firm's liquidity and manage risk. We're seeking a skilled Quantitative Engineer to join our Interest Rate Risk and Analytics Strats team.
Our team develops quantitative models for Asset Liability Management to optimize, analyze, and manage the Firm's interest rate income and interest rate expense. As a key member, you'll be involved in capital markets and banking initiatives, new business activities, and firmwide strategic programs.
Responsibilities:
- Design and implement quantitative models for interest rate risk, liquidity, and currency risks.
- Optimize the firm's interest rate income through balance sheet analytics and hedging strategies.
- Collaborate with business stakeholders to understand data requirements and specifications.
- Develop process workflows to support engineering solutions.
- Perform quantitative analysis and communicate technical results to business audiences.
Requirements:
- Advanced degree in a quantitative field, such as Engineering, Mathematics, or Physics.
- Strong analytical, mathematical, and programming skills.
- Expertise in Python or a similar language, with experience in software development and data structures.
- Knowledge of financial markets and assets, including interest rate derivative pricing and risk management.
- Excellent communication skills, with experience speaking to technical and business audiences.
At Goldman Sachs, we're committed to fostering a diverse and inclusive workplace. We offer a range of benefits, wellness programs, and professional development opportunities to support our employees' growth and well-being.
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