The role is part of the Funds Transfer Pricing (FTP) Strats team within Goldman Sachs' Corporate Treasury, focusing on developing quantitative Asset Liability Management (ALM) models. The team works to optimize funding transfers and manage risk while collaborating with various departments to enhance the firm's balance sheet management. Key objectives include incentivizing decision-making aligned with financial goals and managing deposits pricing models. The position requires strong analytical skills and the ability to communicate effectively with both technical and business audiences.

• Advanced degrees (PhD or Masters) in a quantitative field such as Mathematics, Physics, Engineering, or Computer Science, or a bachelor's degree with relevant work experience.
• Strong analytical and problem-solving ability.
• Proficiency in Python or a similar programming language.
• Excellent communication skills, including experience speaking to both technical and business audiences.
• Familiarity with financial markets, financial products, and optimization is a plus.
• Self-motivated team player.

• Design and implement quantitative frameworks and mathematical models to accurately price funding for the firm's assets and liabilities.
• Develop fixed-income tradable models for internal funding transfer and risk centralization.
• Facilitate and develop process workflows required to support the implementation of data engineering solutions.
• Develop analytics and reporting to provide transparency on FTP and ALM.
• Analyze model output and facilitate understanding of model results by non-technical clients.
• Manage and execute the end-to-end systems development cycle from requirements analysis to post go-live maintenance.

• Employees at Goldman Sachs are often offered comprehensive benefits, including medical, dental, life and disability coverage, generous vacation and holidays, and robust wellness resources such as EAP counseling, medical advocacy, on-site/virtual health services, and fitness support. Financial perks typically include retirement savings programs, live financial education, education support, and wealth-creation opportunities through equity awards and select investment programs. Many locations also provide family benefits (childcare resources, parental and family leaves, adoption/surrogacy support) and flexible work options like part-time schedules, job sharing, telecommuting, and alternate hours.