• Technology - Finance Engineering - GS Bank Strats - Associate - New York

    Location(s) US-NY-New York
    Job ID
    2017-39011
    Schedule Type
    Full Time
    Level
    Associate
    Function(s)
    Technology
    Region
    Americas
    Division
    Engineering
    Business Unit
    Finance & Risk Engineering
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

    TECHNOLOGY

    Our team of engineers builds solutions to the most complex problems. We develop cutting-edge systems and processes that form the core of our key business and enable transactions to move in milliseconds. We provide real-time access to critical deal information and crunch billions of data points each day to inform firm-wide market insights and strategies. Team members have the opportunity to work at the forefront of technology innovation alongside industry leaders and make significant contributions to the field.

     

    OUR IMPACT

     

     

    In Finance & Risk Engineering, you’ll 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.

     

    HOW YOU WILL FULFILL YOUR POTENTIAL

     

    The Strats group plays an important role in the financial management of the Bank. This includes developing the Bank?s asset strategy and the analysis and management of market, liquidity and funding risks in the Bank?s businesses. Strategists liaise with a number of people, including colleagues in deal teams, risk management, technology, treasury, and firm-wide strategists. We offer exciting opportunities for a strong analytical candidate with good software experience.

     

    Primary Responsibilities

     

    • Develop tools and systems for Asset Liability Management of the balance sheet which enables senior management to make informed decisions with respect to changes in liquidity, income, and capital. 
    • Develop Earnings at Risk analytics to capture the interest rate at the Firm by developing new models to project Net Interest Income ( NII ) under several interest rate paths and balance sheet scenarios
    • We are looking to fill an Analyst/Associate level position in the Strategist (Strats) group at Goldman Sachs Bank USA. Goldman Sachs Bank USA is a wholly-owned subsidiary of The Goldman Sachs Group, Inc., a global investment banking, securities and investment management firm. The Strats group plays an important role in the financial management of the Bank. This includes developing the Bank?s asset strategy and the analysis and management of market, liquidity and funding risks in the Bank?s businesses. Strategists liaise with a number of people, including colleagues in deal teams, risk management, technology, treasury, and firm-wide strategists. We offer exciting opportunities for a strong analytical candidate with good statistics and software experience.
    • Develop liquidity models and pricing analytics for retail deposits including overnight deposits and term deposits
    • Develop tools and systems for Asset Liability Management of the balance sheet which enables senior management to make informed decisions with respect to changes in liquidity, income, and capital

    RESPONSIBILITIES AND QUALIFICATIONS

    SKILLS AND EXPERIENCE WE ARE LOOKING FOR

     

    Basic Qualifications

     

    • Master's degree in computer science, math, physics or engineering. 
    • Strong coding and software design skills preferably with a working knowledge of Java, C++, Python or Scala. Knowledge of SecDB/Slang is a plus.
    • Demonstrated ability in building large scale risk systems
    • Strong verbal and written communication skills
    • Master's degree in statistics, computer science, math, physics or engineering. 
    • Strong coding skills preferably with a working knowledge of Java, C++, Python or Scala. Knowledge of SecDB/Slang is a plus.
    • Strong verbal and written communication skills

    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., 2017. All rights reserved
    Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.

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