Corporate Treasury – Rates Portfolio Management and Funding Trader – AssociateVice President – Paris

Corporate Treasury is an evolving function responsible for managing the firms funding structural interest rate and FX risk as well as the firms High Quality Liquid Asset (HQLA) portfolio. We take a holistic view of asset and liability management and position the firms liquid asset buffer to meet longterm risk management and yield optimization objectives. The team funds the firm using a broad range of unsecured and collateralized products with a focus on hardertofinance assets such as equities and nongovernment fixed income. The division is looking to set up a two-person desk in Paris with a focus on EU executions and management of resources in GSBank Europe.

This division is ideal for collaborative individuals with strong quantitative and riskmanagement capabilities. Treasury actively manages the firms financial resources in response to business activity market conditions risk appetite regulatory developments and other factors.

Responsibilities and Qualifications

Corporate Treasury is seeking an Associate or Vice President to join its Funding and Portfolio Management Trading team in Paris. The desk works closely with other parts of Corporate Treasury as well as trading and structuring desks across the Global Markets Division. Key products used in Portfolio Managementinclude European government bonds SSAs interest rate swaps basis swaps and a range of other macro instruments. Products in funding include repos borrow pledges bond borrows secured notes CDs and benchmark debt. Team members are based in New York London Tokyo and Hong Kong.

Principal Responsibilities

• Price and execute secured and unsecured funding transactions.
• Develop a deep understanding of the firms funding needs constraints and binding metrics which can then be utilized to partner with Sales to source trades that optimize funding.
• Contribute to macro trade idea generation across interest rate basis and asset swap markets; conduct portfolio analysis.
• Manage risk across the existing portfolio and new trades including interest rate basis crosscurrency funding and FX risk.
• Manage the firms FX funding requirements.
• Execute and book trades accurately and efficiently.

Qualifications / Skills

• Prior trading and/or investing experience is required
• 4 years of experience with specific hand on exposure to interest rate risk management.
• Strong analytical problemsolving and quantitative skills.
• Solid understanding of economic fiscal and monetary policy.
• High level of enthusiasm initiative and work ethic.
• Proficiency in Excel and PowerPoint required; Python skills preferred.
• Ability to analyse information form independent judgments and articulate views clearly.
• Strong verbal and written communication skills.
• Bachelors degree required.