Capital & Liquidity Quant Strategist

Goldman Sachs Bank AG; New York (NY); On-site; USD 150,000 - 300,000; Full time

Job summary

Goldman Sachs Bank AG in New York is seeking a Quantitative Strategist to optimize capital and liquidity and develop quantitative models to support Global Banking & Markets.

The role requires strong programming in C/C++, Python, or Java, a solid quantitative background, and an interest in financial markets. You will collaborate with traders and risk managers to implement findings and influence decisions.

Qualifications

• Strong academic background in quantitative field.
• Strong programming background in C, C++, Python, Java.
• Interest in financial markets/products.

Responsibilities

• Create innovative models and calculators to help drive our Capital and Liquidity optimization efforts across the firm's Global Banking & Markets business.
• Apply numerical optimization techniques to the minimization of the firm’s scarce resources (capital, initial margin, contingent liquidity).
• Develop a deep understanding of regulatory capital, methodology, and model implementation.
• Stay abreast of industry best practices, regulatory changes, and advancements in quantitative finance and risk modelling.
• Interact with business leaders to explain your findings and drive their implementation.

Skills

Programming (C/C++/Python/Java)

Quantitative modelling

Statistical analysis

Education

Quantitative field degree

Job description

Goldman Sachs Bank AG in New York is seeking a Quantitative Strategist to optimize capital and liquidity and develop quantitative models to support Global Banking & Markets.

The role requires strong programming in C/C++, Python, or Java, a solid quantitative background, and an interest in financial markets. You will collaborate with traders and risk managers to implement findings and influence decisions.