Job Description

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 firm's liquidity and managing its risk.


The Funds Transfer Pricing (FTP) Strats team within Treasury is dedicated to developing robust quantitative Asset Liability Management (ALM) models and frameworks. This enables the accurate pricing, incentivization, and execution of funding transfers, utilizing liabilities such as deposits and notes, to support the Firm's asset-generating revenue activities. The team collaborates closely with Treasury traders, deposit and revenue businesses, Risk, and senior leadership across the Firm to strategically manage the overall balance sheet and enhance risk management.

FTP's primary objectives are:

Incentivize the desks' decision making to align with Firm's overarching financial objectives while operating within established risk and regulatory frameworks

Efficiently execute funds transfer through the utilization of internal funding instruments developed and managed by the FTP strats team

Manage deposits pricing models to accurately quantify and assess interest rate risks across all deposits in the Firm

Develop and manage effective quantitative models that facilitate the transfer of market risks in Treasury, enabling centralized managed by the Treasury trading desk

Responsibilities:

Design and implement quantitative frameworks and mathematical models to accurately price funding for Firm's assets and liabilities

Develop fixed-income tradable models for internal funding transfer and risk centralization as well as pricing models for deposits based to quantify deposits risk to markets sensitivities

Understand business needs, data requirements and specifications; facilitate and develop process workflow required to support implementation of data engineering solutions

Develop analytics and reporting to provide transparency on FTP and ALM

Analyze model output and facilitate understanding of model results by non-technical clients

Manage/Execute end-to-end systems development cycle from requirements analysis, coding, testing, UAT and post go live maintenance

Basic Qualifications

Advanced degrees (PhD or Masters) in a quantitative field such as Mathematics, Physics, Engineering, or Computer Science - or bachelor's with relevant work experience

Strong analytical and problem-solving ability

Python or similar programming language

Excellent communication skills, including experience speaking to both technical and business audiences and working globally across multiple regions

Familiarity with financial markets, financial products, and optimization is a plus

Self-motivated team player

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. We're 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 and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. about our culture, benefits, and people at GS.com/careers.


We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. : https://www.goldmansachs.com/careers/footer/disability-statement.html

The Goldman Sachs Group, Inc., 2023. All rights reserved.
Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.

We Offer Best-In-Class Benefits

Healthcare & Medical Insurance
We offer a wide range of health and welfare programs that vary depending on office location. These generally include medical, dental, short-term disability, long-term disability, life, accidental death, labor accident and business travel accident insurance.


Holiday & Vacation Policies
We offer competitive vacation policies based on employee level and office location. We promote time off from work to recharge by providing generous vacation entitlements and a minimum of three weeks expected vacation usage each year.


Financial Wellness & Retirement
We assist employees in saving and planning for retirement, offer financial support for higher education, and provide a number of benefits to help employees prepare for the unexpected. We offer live financial education and content on a variety of topics to address the spectrum of employees' priorities.


Health Services
We offer a medical advocacy service for employees and family members facing critical health situations, and counseling and referral services through the Employee Assistance Program (EAP). We provide Global Medical, Security and Travel Assistance and a Workplace Ergonomics Program. We also offer state-of-the-art on-site health centers in certain offices.


Fitness
To encourage employees to live a healthy and active lifestyle, some of our offices feature on-site fitness centers. For eligible employees we typically reimburse fees paid for a fitness club membership or activity (up to a pre-approved amount).


Child Care & Family Care
We offer on-site child care centers that provide full-time and emergency back-up care, as well as mother and baby rooms and homework rooms. In every office, we provide advice and counseling services, expectant parent resources and transitional programs for parents returning from parental leave. Adoption, surrogacy, egg donation and egg retrieval stipends are also available.


Benefits at Goldman Sachs
Read more about the full suite of class-leading benefits our firm has to offer.



Opportunity Overview
CORPORATE TITLE
Analyst
OFFICE LOCATION(S)
London
JOB FUNCTION
Quantitative Engineering
DIVISION
Corporate Treasury