Quantitative Engineer, Funds Transfer & ALM

Goldman Sachs; New York (NY); On-site; USD 150,000 - 210,000; Full time

Job summary

Goldman Sachs Corporation in New York seeks a quantitative strategist for Corporate Treasury's FTP team. You will design and implement mathematical models to price funding for the firm’s assets and liabilities, enabling accurate ALM and risk management in a fast-paced, global environment.

You will collaborate with Treasury traders, Risk, and senior leadership to optimize liquidity, monitor deposits pricing, and deliver analytics and reports.

Qualifications

• Advanced degree in a quantitative field (PhD or Masters) or equivalent experience.
• Strong analytical and problem-solving ability.
• Python or similar programming 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 models to price funding for assets and liabilities.
• Develop fixed-income tradable models for internal funding transfer and risk centralization.
• Understand business needs, data requirements and specifications; facilitate data engineering solutions.
• Develop analytics and reporting to provide transparency on FTP and ALM.
• Analyze model output and explain results to non-technical clients.
• Manage end-to-end systems development from requirements to post go-live maintenance.

Skills

Analytical skills

Python

Communication

Team player

Financial markets knowledge

Education

PhD or Masters in Mathematics/Physics/Engineering/CS

Bachelor's with relevant work experience

Job description

Goldman Sachs Corporation in New York seeks a quantitative strategist for Corporate Treasury's FTP team. You will design and implement mathematical models to price funding for the firm’s assets and liabilities, enabling accurate ALM and risk management in a fast-paced, global environment.

You will collaborate with Treasury traders, Risk, and senior leadership to optimize liquidity, monitor deposits pricing, and deliver analytics and reports.