Corporate Treasury-Bengaluru-Associate-Quantitative Engineering

Goldman Sachs; Bengaluru; On-site; INR 1,800,000 - 2,800,000; Full time

Job summary

Goldman Sachs Bengaluru is seeking an Analyst/Associate for Corporate Treasury – Quantitative Engineering. You will design and maintain quantitative models and risk frameworks, and deliver robust analytics for interest-rate risk across portfolios.

You will develop and upskill models to reflect evolving business needs, support regulators, and present findings to stakeholders. Strong programming in C++, Java or Python, plus a quantitative masters/PhD, are preferred.

Qualifications

• Strong academic background in a quantitative field such as mathematics, physics, statistics, engineering, or computer science, with a preference for Masters and PhDs.
• Strong programming skills in C++, Java or Python.
• Excellent written, verbal, and team-oriented communication skills.
• Experience in quantitative finance role, building risk systems and use of AI-based tools in development is a plus.
• Self-starter with ability to work independently and in a team.

Responsibilities

• Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned to IRRBB best practices.
• Build robust analytics for sensitivity, stress, and scenarios analysis across portfolios and entities.
• Produce and enhance methodologies for interest rate risk metrics, partnering with stakeholders across teams.
• Develop and uplift models to reflect evolving business needs, maintain model documentation and implementation, support regulatory inquiries and second-line validation.
• Deliver clear presentations, reports, and explanations related to projects for discussion with managers and team.

Skills

Quantitative skills

Communication skills

Team collaboration

Self-starter

Education

Masters or PhD preferred

Quantitative degree

Tools

C++

Java

Python

Job description

Job Description:

Job Description

FINANCE | Corporate Treasury

We're a team of specialists charged with managing the firm’s funding, liquidity, capital and relationships with creditors and regulators. Corporate Treasury manages the firm’s financial resources and minimizes interest expense through liability planning, asset liability management, and liquidity portfolio yield enhancement. The division is ideal for collaborative individuals who have strong quantitative analysis skills and risk management capabilities since Treasury actively manages the firm’s financial resources which are constantly changing due to business activity, markets, risk appetite, regulations and other factors.

Corporate Treasury – Quantitative Engineering – Analyst / Associate – Bengaluru

Location

Bengaluru, India

About Corporate Treasury

Corporate Treasury manages the firm’s liquidity, funding, balance sheet and capital to maximize net interest income and return on equity through liability planning and execution, financial resource allocation, asset liability management, and liquidity portfolio management. The division is run by the Global Treasurer and works closely with the CFO, each of the firm’s businesses, Controllers, Operations, and Investor Relations among other groups at the firm. The division is ideal for collaborative individuals with strong quantitative analysis skills, interest in portfolio & liquidity management and risk management mind set.

Job Responsibilities

• Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned to IRRBB best practices.
• Build robust analytics for sensitivity, stress, and scenarios analysis across portfolios and entities.
• Produce and enhance methodologies for interest rate risk metrics, partner closely with stakeholders across teams.
• Develop and uplift models to reflect evolving business needs, maintain model documentation and implementation, support regulatory inquiries and second-line validation.
• Deliver clear presentations, reports, and explain related to projects for discussion with managers and team.

Qualifications

At Goldman Sachs, we think who you are makes you better at what you do. We seek out people with excellent quantitative and communication skills. Here are some of the qualities we look for:

• Excellent academic background in a quantitative field such as mathematics, physics, statistics, engineering, or computer science, with a preference for Masters and PhDs.
• Strong programming skills in an object oriented or functional paradigm such as C++, Java or Python.
• Excellent written, verbal, and team-oriented communication skills.
• Experience in quantitative finance role , building risk system and use of AI-based tools in development is a plus.
• A self-starter, should have ability to work independently as well as thrive in a team environment.

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 GS.com/careers.

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html

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Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.