Naukrijobs UK
Register
London Jobs
Manchester Jobs
Liverpool Jobs
Nottingham Jobs
Birmingham Jobs
Cambridge Jobs
Glasgow Jobs
Bristol Jobs
Wales Jobs
Oil & Gas Jobs
Banking Jobs
Construction Jobs
Top Management Jobs
IT - Software Jobs
Medical Healthcare Jobs
Purchase / Logistics Jobs
Sales
Ajax Jobs
Designing Jobs
ASP .NET Jobs
Java Jobs
MySQL Jobs
Sap hr Jobs
Software Testing Jobs
Html Jobs
IT Jobs
Logistics Jobs
Customer Service Jobs
Airport Jobs
Banking Jobs
Driver Jobs
Part Time Jobs
Civil Engineering Jobs
Accountant Jobs
Safety Officer Jobs
Nursing Jobs
Civil Engineering Jobs
Hospitality Jobs
Part Time Jobs
Security Jobs
Finance Jobs
Marketing Jobs
Shipping Jobs
Real Estate Jobs
Telecom Jobs

Corporate Treasury - London - Associate - Quantitative Engineering

eFinancialCareers
Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

In Corporate Treasury (CT) Engineering, youll find an exciting confluence of computer science, finance and mathematics being used to solve for what our shareholders would like from us - a high return for the right risk taken. Corporate Treasury lies at the heart of Goldman Sachs, ensuring all the businesses have the appropriate level of funding to conduct their activities, while also optimizing the firms liquidity and managing its risk. The mission statement of the Interest Rate Risk (IRR) and Analytics Strats team within CT is to develop quantitative models for Asset Liability Management to optimize, analyze and manage the Firms interest rate income generated from our assets and interestrate expense incurred on our liabilities. As part of the team you will be involved in capital markets and banking initiatives, new business activities and firmwide strategic programs. Responsibilities:

  • Develop quantitative models for interest rate risk, from both economic and earnings perspectives, liquidity & currency risks
  • Optimize the firms interest rate income by developing balance sheet analytics and hedging strategies under various market environments
  • Understand business needs, data requirements and specifications; facilitate and develop process workflow required to support implementation of engineering solutions
  • Perform quantitative analysis and facilitate business understanding of technical results
  • Work with other Strats and technology departments to optimally leverage financial resources to achieve commercial priorities
Basic Qualifications
  • Advanced degrees (PhD or Masters) in quantitative field such as Engineering, Mathematics or Physics -- or Bachelors with relevant work experience
  • Strong analytical, mathematical and programming background
  • Expertise in Python, or similar language; experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
  • Expertise in an aspect of quantitative analysis, e.g. mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling.
  • Experience with financial markets and assets; preference for vanilla interest rate derivative pricing, bond and deposit pricing, curve construction, hedging strategies and risk management.
  • Excellent communication skills, including experience speaking to both technical and business audiences and working globally across multiple regions.
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. Were 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 andpersonally, 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. Were committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://careers/footer/disability-statement.html © The Goldman Sachs Group, Inc., 2023. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity

APPLY NOW

Corporate Treasury - London - Associate - Quantitative Engineering Related Jobs

© 2019 Naukrijobs All Rights Reserved