Corporate Treasury-Bengaluru-Associate-Quantitative Engineering

Corporate Treasury (CT) 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 mission statement of the Resource Allocation (RA) Strats team within CT is to develop quantitative frameworks to source and optimize the Firm's liabilities within risk, market and operating limits. We partner with senior leadership across the firm to manage and execute the firm's central liabilities across unsecure, secured and deposit channels; set appropriate incentives for assets and liabilities businesses; and create funding plans for budget and stress.

RA's primary objectives are:

• Optimize the firm's liability stack across diverse channels, products, tenors
• Create benchmarks to track execution of central liabilities
• Quantify complex relationships of a dynamic balance sheet across multiple dimensions such as earnings, risk, incentives, and regulatory constraints
• Set appropriate incentives for assets and liabilities businesses

Responsibilities:

• Develop quantitative frameworks and mathematical models to optimize the firm's liabilities
• Understand business needs, data requirements and specifications; facilitate and develop process workflow required to support implementation of data engineering solutions
• Understand and model all the regulatory constraints impacting the Firm's balance sheet: liquidity, leverage, capital, market limits
• Develop analytics to inform BAU unsecured funding, execution and limits management
• 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 quantitative field such as Engineering. Computer Science, Mathematics, Physics

• • or bachelor's with relevant work experience
• 3+ years of relevant 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

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
Associate
OFFICE LOCATION(S)
Bengaluru
JOB FUNCTION
Quantitative Engineering
DIVISION
Corporate Treasury