Corporate Treasury – Resource Allocation Strats
| Company | Goldman Sachs |
|---|---|
| Location | Salt Lake City, UT, USA |
| Salary | $Not Provided – $Not Provided |
| Type | Full-Time |
| Degrees | Bachelor’s, Master’s, PhD |
| Experience Level | Senior, Expert or higher |
Requirements
- Advanced degrees (PhD or Masters) in quantitative field such as Engineering, Computer Science, Mathematics, Physics — or bachelor’s with relevant work experience
- 7+ 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, liquidity/market/capital risk a plus
- Self-motivated team player
Responsibilities
- Leadership to build out SLC Strat team for RA over time
- 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 modeling 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
Preferred Qualifications
- Familiarity with financial markets, liquidity/market/capital risk a plus