Engineering - Finance Engineering - Corporate Treasury Strats - Associate - Bengaluru

Location(s) IN-Bengaluru
Job ID
2017-37769
Level
Associate
Function(s)
Quant/Strats
Region
India
Division
Engineering
Business Unit
Finance & Risk Engineering
Employment Type
Employee

MORE ABOUT THIS JOB

DIVISIONAL OVERVIEW
Corporate Treasury strategist (or strat) is a highly collaborative role requiring close interactions with the Corporate Treasury, Trading, and Market and Credit Risk management functions. A member of our team would be able to use their engineering and/or scientific background to identify and measure risk and to implement quantitative and technical risk management solutions in software. A successful strat would be highly analytical, driven to own commercial outcomes and will be able to communicate with precision and clarity.
Corporate Treasury works closely with the CFO, Treasurer and other members of senior management to manage the firm’s liquidity risk, secured and unsecured funding programs, and the level and composition of consolidated and subsidiary equity capital. The department plays a key role in firmwide strategic and analytical projects, providing a unique insight into the firm’s business activities and performance. Our primary objectives are to:
 Maintain an appropriate level of excess liquidity to protect against market-wide or Goldman Sachs-specific stresses and to meet intraday liquidity requirements
 Determine the appropriate funding strategy for assets based upon their liquidation profiles
 Raise funding across diverse markets, investors, and products; and,
 Hold adequate capital to protect against risk of loss and to meet regulatory requirements

 

RESPONSIBILITIES
Responsibilities include:
 Participate in the firm’s liquidity risk analysis, cash & collateral management, and asset liability management
 Build liquidity and ALM models in the firm proprietary programming language
 Understand and evolve/project the firm’s liquidity needs/risks to model the excess liquidity buffer requirement.
 Work with treasury, desk strategists, and technology departments on model creation, testing, signoff, maintenance, and methodology enhancements
 Be responsible for modeling methodologies, code base, and infrastructure
 Analyze model output and facilitate understanding of model results by non-technical clients
 Interact with Regulators on regulatory issues, requests, and capital issues

RESPONSIBILITIES AND QUALIFICATIONS

QUALIFICATIONS
Corporate Treasury Strategists (or Strats) welcomes applicants with academic background in a quantitative field such as Engineering, Mathematics or Physics -- advanced degrees (PhD or Master’s) or Bachelor’s with relevant technical work experience. A strong analytical, mathematical and programming background is preferred.
 Solid background in computer programming, C/C++/Java/MATLAB or equivalent language, preferentially in large scale financial or technical computations
 Familiarity with financial markets, financial assets, and asset pricing is a definite plus
 Excellent verbal and written communication skills
 Self-motivated team player.

ABOUT GOLDMAN SACHS

The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.

© The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.