Quantitative Strategist – Corporate Treasury – Portfolio Strategy
| Company | Goldman Sachs |
|---|---|
| Location | Dallas, TX, USA |
| Salary | $Not Provided – $Not Provided |
| Type | Full-Time |
| Degrees | Bachelor’s, Master’s, PhD |
| Experience Level | Junior, Mid Level |
Requirements
- PhD, Masters, or Bachelors in financial engineering, physics, statistics, applied math, or other quantitative sciences
- Strong problem-solving skills
- Mathematical fluency
- Programming abilities
- Expertise in quantitative analysis (e.g., mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling)
- Extensive background in object-oriented computer programming (C++, Java, Python or equivalent language)
- Experience with financial markets and assets (preference for vanilla interest rate derivative pricing, bond pricing, curve construction, hedging strategies and risk management)
- Excellent communication skills
Responsibilities
- Develop software and analytics to progress Corporate Treasury’s mandates: interest rate pricing & risk management, trade execution, funding optimization & liquidity risk management and cash & collateral management
- Optimize the firm’s liability stack by developing balance sheet analytics and hedging strategies
- Actively engage with Corporate Treasury Core team, supporting risk/P&L reporting and building analytics to explain trends
- Work with other Strats and technology departments to optimally leverage financial resources to achieve commercial priorities
- Perform quantitative analysis and facilitate business understanding of technical results.
Preferred Qualifications
- 1+ years of relevant, continuous experience