The Funds Transfer Pricing (FTP) Strats team within The core engineering is dedicated to developing robust quantitative Asset Liability Management (ALM) models and frameworks. This enables the accurate pricing, incentivization, and execution of funding transfers, utilizing liabilities such as deposits and notes, to support the Firm's asset-generating revenue activities. The team collaborates closely with Treasury traders, deposit and revenue businesses, Risk, and senior leadership across the Firm to strategically manage the overall balance sheet and enhance risk management.
FTP’s primary objectives are:
- Incentivize the desks’ decision making to align with Firm’s overarching financial objectives while operating within established risk and regulatory frameworks
- Efficiently execute funds transfer through the utilization of internal funding instruments developed and managed by the FTP strats team
- Manage deposits pricing models to accurately quantify and assess interest rate risks across all deposits in the Firm
- Develop and manage effective quantitative models that facilitate the transfer of market risks in Treasury, enabling centralized managed by the Treasury trading desk
Responsibilities:
- Design and implement quantitative frameworks and mathematical models to accurately price funding for Firm’s assets and liabilities
- Develop fixed-income tradable models for internal funding transfer and risk centralization as well as pricing models for deposits based to quantify deposits risk to markets sensitivities
- Understand business needs, data requirements and specifications; facilitate and develop process workflow required to support 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/Execute end-to-end systems development cycle from requirements analysis, coding, testing, UAT and post go live maintenance
Basic Qualifications
- Advanced degrees (PhD or Masters) in a quantitative field such as Mathematics, Physics, Engineering, or Computer Science -- or bachelor’s with relevant work experience
- Strong analytical and problem-solving ability
- Python or similar programming language
- Excellent communication skills, including experience speaking to both technical and business audiences and working globally across multiple regions
- Familiarity with financial markets, financial products, and optimization is a plus
- Self-motivated team player
Skills Required
- Advanced degree such as a PhD or master's in mathematics, physics, engineering, computer science, or another quantitative field; alternatively, a bachelor's degree with relevant work experience
- Strong analytical and problem-solving abilities
- Python or a similar programming language
- Excellent communication skills with technical and business audiences across multiple regions
- Familiarity with financial markets, financial products, and optimization
- Self-motivated team-player capabilities
Goldman Sachs Compensation & Benefits Highlights
The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Goldman Sachs and has not been reviewed or approved by Goldman Sachs.
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Healthcare Strength — Coverage includes medical, dental, vision, disability, life and accident insurance, with multiple plan options and most premiums subsidized; coverage often starts on day one. Wellness resources, on-site health centers in some locations, and EAP access reinforce the depth of health support.
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Parental & Family Support — Family care includes on-site childcare in some offices, expectant parent resources, and transitional programs for returning parents. Feedback suggests parental leave is very generous, with reports of around 20 weeks paid leave and stipends for adoption, surrogacy, and fertility-related services.
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Retirement Support — The firm provides a 401(k) plan with employer matching contributions and broad financial education to help employees plan for retirement. Resources also support saving for education and preparing for unexpected events.
Goldman Sachs Insights
What We Do
At Goldman Sachs, we believe progress is everyone’s business. That’s why we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, Goldman Sachs is a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices in all major financial centers around the world. More about our company can be found at www.goldmansachs.com
