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.
In Finance Engineering, you'll find an exciting confluence of computer science, machine learning, finance and mathematics being used to solve for what our shareholders would like from us, a high return for the right risk taken. Our team of engineers builds solutions to the most complex problems.
The Strats group within Goldman Sachs is a world leader in developing quantitative and technological techniques to solve complex business problems. The Bank Strats group sits within the Financial Engineering function of Goldman Sachs, which spans engineering teams across Liquidity, Capital, Controller and Risk functions and specifically works within the Bank Finance/Treasury Group.
Bank Strats play an important role in the financial management and growth of the Bank. We work closely with the CFO, Treasurer and other members of senior management in developing the Bank’s strategy and in the analysis and management of market, liquidity and funding risks in the Bank’s businesses.
Our primary objectives are to work with Bank Finance/Treasury to help:
We are seeking a seasoned quantitative candidate to develop deposit liquidity and interest rate models at Goldman Sachs Bank USA. The ideal candidate would have a background in machine learning and statistical modeling with hands on programming experience in an enterprise level programming language such as Python/C/C++
The role requires good business knowledge and demonstrated ability to build models that have a sound mathematical backing and at the same time are intuitive and usable by the business.
HOW YOU WILL FULFILL YOUR POTENTIAL
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.
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Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.