Finance Engineering - Corporate Treasury Finance Engineer

  • Competitive
  • New York City, NY, USA
  • Festanstellung, Vollzeit
  • Goldman Sachs USA
  • 21 Mär 19

Finance Engineering - Corporate Treasury Finance Engineer

MORE ABOUT THIS JOB What We Do
At Goldman Sachs, our Engineers don't just make things - we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets.

Engineering, which is comprised of our Technology Division and global strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities? Start here.

Who We Look For
Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.

In Finance & Risk Engineering, you'll find an exciting confluence of computer science, finance and mathematics being used to solve for what our shareholders would like from us - a high return for the right risk taken.

Corporate Treasury Engineering team is looking for world class software engineers to work closely with Corporate Treasury partners and help improve liquidity projections/optimizations, cash and collateral management and funds transfer pricing and execution strategy. This is a one of a kind front to back integrated group that explores new ideas of optimizing firm liquidity position and also execute on the strategy, all in one team. The team is divided into five pillars each with its specific mandate. Whether you like to spend your energies into thinking about the scalable big data architecture or understanding the inventory and liquidity usage optimization algorithms, we have it all for you.

One of the pillars is the Trade Execution Services (TES) Desk i.e. the execution arm of the Corporate Treasury department. The desk is responsible for exploring new and innovative ways to fund the firm's activities, execute them externally on the street and then disseminate the funding internally to the revenue producing divisions. It has recently increased its mandate to include risk managing the firm's banking book risk and long haul debt book. Also within the mandate are yield-enhancement strategies for excess funding held by the bank using a wide array of financial products.

Corporate Treasury lies at the heart of Goldman Sachs, ensuring all the businesses have the appropriate level of funding to conduct their activities, while also optimizing the firm's liquidity and managing its risk and being part of the engineering team will expose you to everything that's important and happening the firm. The scale of the liquidity optimization and execution problem keeps us interested every day and we hope to share our enthusiasm and challenge with you.

YOUR IMPACT
Our Corporate Treasury Engineering team is a world leader in developing quantitative techniques and technological solutions that solve complex and commercial business problems. We partner our firm's treasurer and other members of Corporate Treasury senior leadership to manage the firm's liquidity risk, secured and unsecured funding programs, and the level and composition of consolidated and subsidiary equity capital. In this role, you will be provided unique insight into the firm's business activities and asset strategy. You will also have the opportunity to execute on the strategy as part of the Trade Execution Service (TES) team which is very unique to our team. This front to back model gives software developers window into all aspects of CT planning and execution.

RESPONSIBILITIES AND QUALIFICATIONS HOW YOU WILL FULFILL YOUR POTENTIAL

  • Use engineering to identify and measure risk and to implement quantitative and technical risk management solutions in software
  • Forge strong relationships with our key clients - trade execution services , structuring and the Chief Investing Office - as well as Corporate Treasury, Liquidity Operations, Funding Controllers and other technology teams to develop and enhance our trading systems and processes
  • Enable GLP trading to execute and risk manage across many financial products and flows
  • Work with treasury, desk strategists, and technology departments to define and implement models, including accountability for modeling methodologies, code base, and infrastructure
  • Analyze model output and facilitate understanding of model results by non-technical partners
  • Understand business needs, facilitate and develop process workflow, data requirements, and specifications required to support implementation
SKILLS AND EXPERIENCE WE ARE LOOKING FOR
  • Bachelors' degree in Computer Science, Mathematics, Electrical Engineering or related technical discipline
  • Experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
  • Comfortable multi-tasking, managing multiple stakeholders and working as part of a team
  • Excellent communication skills including experience speaking to technical and business audiences and working globally
  • A willingness to learn new technologies including the firm's proprietary risk management system and programming language SecDB and Slang
  • Can apply an entrepreneurial approach and passion to problem solving and product development
  • Ideally at least 2-6 years of IT industry experience

Preferred Qualifications
  • Strong programming experience in at least one compiled language (e.g. C, C++, Java) and familiarity with functional languages like python
  • Familiarity with financial markets, financial assets, and asset pricing a plus but not necessary
  • Experience in a front office/trading environment a plus but not necessary


ABOUT GOLDMAN SACHS 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.

© The Goldman Sachs Group, Inc., 2019. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.