Quantitative ALM & Funding Transfer Engineer

The Goldman Sachs Group; New York (NY); On-site; USD 140,000 - 210,000; Full time

Job summary

The Goldman Sachs Group is seeking a highly skilled quantitative professional for the Funds Transfer Pricing (FTP) Strats team within Treasury. The role focuses on building robust ALM models and transfer pricing frameworks to optimize funding and manage deposits and liquidity.

You will collaborate with Treasury traders, risk, and senior leadership to centralize risk and improve balance sheet management across the firm. Advanced degrees and Python proficiency are strongly preferred.

Qualifications

• Advanced degree (PhD or Masters) in quantitative field, or bachelor’s with relevant work experience
• Strong analytical and problem-solving ability
• Proficiency in Python or similar language
• Excellent communication across technical and business audiences
• Familiarity with financial markets and optimization is a plus
• Self-motivated team player

Responsibilities

• Design and implement quantitative frameworks to price funding for assets and liabilities
• Develop fixed-income models for internal funding transfer and deposits pricing
• Understand business needs and data requirements for data engineering solutions
• Develop analytics and reporting for FTP and ALM transparency
• Analyze model output for non-technical clients
• Manage end-to-end development cycle: requirements, coding, testing, UAT, post go-live

Skills

Analytical thinking

Python

Communication

Team player

Problem solving

Education

PhD or Masters in quantitative field

Job description

The Goldman Sachs Group is seeking a highly skilled quantitative professional for the Funds Transfer Pricing (FTP) Strats team within Treasury. The role focuses on building robust ALM models and transfer pricing frameworks to optimize funding and manage deposits and liquidity.

You will collaborate with Treasury traders, risk, and senior leadership to centralize risk and improve balance sheet management across the firm. Advanced degrees and Python proficiency are strongly preferred.