LIQUIDITY METRICS STRATS
Liquidity and Prime Risk Strats use their engineering and mathematical background to identify and measure risk and to implement quantitative and technical risk modelling solutions. Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. As a part of the team, you will work with our key business partners and understand financial markets to quantify the firm’s liquidity risk. You will also focus on developing quantitative models & scalable architecture.
RESPONSIBILITIES
- Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical/statistical/engineering approaches
- Perform quantitative analysis and facilitate understanding of a variety of financial instruments, including secured funding transactions, collateral firm and client inventory, and loans and commitments
- Quantify and monitor measures of risk in different areas across the firm, such as prime brokerage, synthetic trading, and repo trading
- Work alongside revenue generating functions and corporate treasury to implement the liquidity regulatory requirements
- Communicate clearly complex mathematical concepts with internal and external stakeholders such as risk managers, senior management and regulators.
- Updating and maintaining risk models along with business growth and risk environment changes
- Developing and maintaining large scale risk infrastructures/systems in a compiled or scripting language
QUALIFICATIONS
- At least 7 years of prior experience in the financial industry, preferably in Capital Markets, Risk or Treasury functions
- Strong quantitative skills with an advanced degree in Mathematics, Physics, Engineering or other highly quantitative discipline
- Strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python)
- Strong written and verbal communication skills – ability to explain complex quantitative concepts to a non-technical audience
- Strong analytical and problem solving skills using math, statistics, and programming
- Demonstrated ability to learn technologies and apply
- Familiarity with financial markets, financial assets and liquidity risk management practices is a plus
ABOUT GOLDMAN SACHS
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.
We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.
Skills Required
- At least 7 years of prior experience in the financial industry
- Experience preferably in Capital Markets, Risk or Treasury functions
- Advanced degree in Mathematics, Physics, Engineering, or other highly quantitative discipline
- Strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python)
- Strong written and verbal communication skills to explain complex quantitative concepts
- Strong analytical and problem solving skills using math, statistics, and programming
- Demonstrated ability to learn technologies and apply them
- Familiarity with financial markets, financial assets and liquidity risk management practices
- Experience developing and maintaining large-scale risk infrastructures/systems
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
