Treasury Quant Strategist: Liquidity, Margin & Capital

Goldman Lloyds International; New York (NY); On-site; USD 220,000 - 360,000; Full time

Job summary

Goldman Lloyds International is seeking a Quantitative Strategist in New York to strengthen front-office quantitative capabilities across Treasury, financing, margin, and liquidity. The role sits at the intersection of Treasury, Quant Research, and Engineering to deploy capital efficiently across a multi-asset platform.

You will develop models for margin optimization, collateral allocation, and liquidity forecasting while collaborating with Treasury and investment teams to implement scalable

Qualifications

• Degree in a highly quantitative discipline (Math, Stats, Physics, CS, Engineering).
• Strong Python and/or C++ programming skills.
• Experience with large financial datasets and production-grade analytics.
• Understanding of Treasury, financing, margin, and liquidity concepts.

Responsibilities

• Develop quantitative models for margin, financing, collateral, and liquidity optimization.
• Analyse financing costs and capital usage across portfolios and asset classes.
• Build models around prime brokerage margin, haircuts, funding and collateral allocation.
• Research opportunities to improve balance-sheet and capital efficiency.
• Model liquidity requirements under various portfolio and market scenarios.
• Create scalable production tools for analytics and forecasting.
• Collaborate with Treasury, Quant Research and Engineering to implement solutions.

Skills

Python

C++

Quantitative modelling

Large datasets

Hedge fund experience

Education

Bachelor’s or higher in Mathematics/Statistics/Physics/CS/Engineering

Tools

SQL

NumPy/Pandas

Job description

Goldman Lloyds International is seeking a Quantitative Strategist in New York to strengthen front-office quantitative capabilities across Treasury, financing, margin, and liquidity. The role sits at the intersection of Treasury, Quant Research, and Engineering to deploy capital efficiently across a multi-asset platform.

You will develop models for margin optimization, collateral allocation, and liquidity forecasting while collaborating with Treasury and investment teams to implement scalable