Technology - Finance Engineering - GS Bank Strats

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.

We are looking to fill an Analyst/Associate level position in the Strategist (Strats) group at Goldman Sachs Bank USA. Goldman Sachs Bank USA is a wholly-owned subsidiary of The Goldman Sachs Group, Inc., a global investment banking, securities and investment management firm. The Strats group plays an important role in the financial management of the Bank. This includes developing the Bank’s asset strategy and the analysis and management of market, liquidity and funding risks in the Bank’s businesses. Strategists liaise with a number of people, including colleagues in deal teams, risk management, technology, treasury, and firm-wide strategists. We offer exciting opportunities for a strong analytical candidate with good statistics and software experience.

- Develop liquidity models and pricing analytics for retail deposits including overnight deposits and term deposits - Develop tools and systems for Asset Liability Management of the balance sheet which enables senior management to make informed decisions with respect to changes in liquidity, income, and capital

- Master’s degree in statistics, computer science, math, physics or engineering. - Strong coding skills preferably with a working knowledge of Java, C++, Python or Scala. Knowledge of SecDB/Slang is a plus - Strong verbal and written communication skills Preferred Qualifications: - Experience in building pricing and liquidity models for retail deposits - Good knowledge of ALM and liquidity considerations at Banks