• Finance, Corporate Treasury, Interest Rate Risk, Associate/Vice President

    Location(s) US-NY-New York
    Job ID
    2018-42704
    Schedule Type
    Full Time
    Level
    Associate
    Function(s)
    Finance
    Region
    Americas
    Division
    Finance
    Business Unit
    Corporate Treasury
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

    Description of Corporate Treasury :
    Corporate Treasury works closely with the CFO, Treasurer and other members of senior management to manage the firm's funding, liquidity, capital and relationships with creditors and regulators. The department plays a key role in firmwide strategic and analytical projects, providing a unique insight into the firm’s business activities and performance.

    RESPONSIBILITIES AND QUALIFICATIONS

     

    Responsibilities:

    • Enhance policies and procedures for the risk management of interest rate risk (IRR) in the firm’s banking book
    • Develop risk metrics and limit structure for short and long-term exposure to interest rates in the banking book
    • Analyze the impact of stress testing and balance sheet simulations on projected earnings and work with the trading desk to develop solutions to mitigate interest rate risk
    • Develop consolidated reporting of interest rate risk, document key assumptions and review reporting with senior management on an on-going basis
    • Conduct sensitivity testing of key assumptions on a periodic basis

    Skills/Experience:

    • Prior experience managing and reporting on banking book interest rate risk
    • Self-starter who can drive projects independently
    • Strong verbal and written communication skills
    • Good project management experience with the ability to collaborate with people from different departments and levels of seniority
    • Demonstrate good judgment when evaluating issues and alternatives
    • Ability to work on multiple projects with a high attention to detail
    • Experience with ALM softwares such as QRM/Sunguard etc. preferred but not required

    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.

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