Engineer | Goldman Sachs Careers | Corporate Treasury Strats – Quantitative Engineer | Job Alert | Latest Jobs in Bengaluru 2022
About Company
Аt Gоldmаn Sасhs, we соmmit оur рeорle, сарitаl аnd ideаs tо helр оur сlients, shаrehоlders аnd the соmmunities we serve tо grоw. Fоunded in 1869, we аre а leаding glоbаl adventure bаnking, seсurities аnd theory mаnаgement firm. Heаdquаrtered in New Yоrk, we mаintаin оffiсes аrоund the wоrld.
Job Description
Finance Engineering is an interesting intersection of computer science, finance, and mathematics that is utilised to solve for what our shareholders want from us — a high return for taking the proper risk.
The Corporate Treasury Strats team is searching for world-class quantitative programmers to collaborate closely with Corporate Treasury partners to use quantitative analytics to drive firm liquidity, cash and collateral management, funds transfer pricing, and trade execution strategy improvements. This is an integrated team that investigates new ideas for improving the firm’s financing management as well as implements trading methods.
Responsibilities
- Develop software and analytics to further Corporate Treasury’s firmwide mandates: liquidity risk and interest rate risk management and trade execution, cash & collateral management, funding optimization
- Use machine learning techniques and statistical modeling to develop pricing analytics and behavioral models for deposit products
- Optimize the firm’s liability stack by developing balance sheet analytics and hedging strategies
- Work with treasury, desk strategists, and technology departments to implement processes to optimally leverage financial resources to achieve commercial priorities
- Perform quantitative analysis and facilitate business understanding of technical results
- Use experience in building linear and non-linear models to develop analytics to drive the growth of the deposit platform
Eligibilities
- Solid background in computer programming, Python, C++, Java, Matlab or equivalent language, preferably in large scale financial or technical computations
- Expertise in some aspect of quantitative analysis, e.g. statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling
- Strong software design experience
- Familiarity with financial markets and assets, with a preference for experience with asset pricing and metrics used to govern financial institutions, e.g. liquidity coverage ratios, balance sheet and capital ratios
- Excellent communication skills, including experience speaking to technical and business audiences and working globally
- Can apply entrepreneurial approach and passion to problem solving and product development
- 6+ years of relevant, continuous experience
Аррly Link is given belоw jоin us fоr Reсent Uрdаte
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