Corporate Treasury-Bengaluru-Associate-Quantitative Engineering

Corporate Treasury Quantitative Engineering Analyst / Associate Bengaluru

Location

Bengaluru India

About Corporate Treasury

Corporate Treasury manages the firms liquidity funding balance sheet and capital to maximize net interest income and return on equity through liability planning and execution financial resource allocation asset liability management and liquidity portfolio management. The division is run by the Global Treasurer and works closely with the CFO each of the firms businesses Controllers Operations and Investor Relations among other groups at the firm. The division is ideal for collaborative individuals with strong quantitative analysis skills interest in portfolio & liquidity management and risk management mind set.

Job Responsibilities

• Design implement and maintain quantitative models tools and interest rate risk frameworks aligned to IRRBB best practices.
• Build robust analytics for sensitivity stress and scenarios analysis across portfolios and entities.
• Produce and enhance methodologies for interest rate risk metrics partner closely with stakeholders across teams.
• Develop and uplift models to reflect evolving business needs maintain model documentation and implementation support regulatory inquiries and second-line validation.
• Deliver clear presentations reports and explain related to projects for discussion with managers and team.

Qualifications

At Goldman Sachs we think who you are makes you better at what you do. We seek out people with excellent quantitative and communication skills. Here are some of the qualities we look for:

• Excellent academic background in a quantitative field such as mathematics physics statistics engineering or computer science with a preference for Masters and PhDs.
• Strong programming skills in an object oriented or functional paradigm such as C Java or Python.
• Excellent written verbal and team-oriented communication skills.
• Experience in quantitative finance rolebuilding risk systemand use of AI-based tools indevelopment is a plus.
• A self-starter should have ability to work independently as well as thrive in a team environment.