Goldman Sachs Poland Services Sp. z o.o.

Finance Engineering - Corporate Treasury Strats Associate - Developer

Goldman Sachs Poland Services Sp. z o.o.O firmie

Rekrutacja zdalna

Rekrutacja zdalna

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Rekrutacja zdalna
  • plac Europejski 1, Warszawa
    Warszawa, Masovian
  • Ważna jeszcze 2 miesiące
    do: 17 lip 2020
  • contract of employment
  • full-time
  • specialist (Mid / Regular), senior specialist (Senior)

Goldman Sachs Poland Services Sp. z o.o.

plac Europejski 1

Warszawa

Technologies we use

Expected

  • Python

  • C++

  • Java

  • MATLAB

Operating system

About the project

Corporate Treasury Strats use their engineering and/or scientific background to implement quantitative analytics and management solutions in software. Corporate Treasury Engineering products guide funding sourcing decisions, allocation of financial resources, quantification of funding costs, and strategies to minimize costs and hedge risks. Successful strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity.

Corporate Treasury Strats welcomes applicants with a Masters or a PhD in financial engineering/financial math; quantitative sciences, e.g. physics, statistics, applied math or other quantitative discipline; or relevant professional experience. Strong analytical skills, mathematical fluency, and programming abilities are required.

Your responsibilities

  • Develop software and analytics to further Corporate Treasury’s firmwide mandates: liquidity risk and interest rate risk management and trade execution, cash & collateral management, funding optimization

  • Use machine learning techniques and statistical modeling to develop pricing analytics and behavioral models for deposit products

  • Optimize the firm’s liability stack by developing balance sheet analytics and hedging strategies

  • Work with treasury, desk strategists, and technology departments to implement processes to optimally leverage financial resources to achieve commercial priorities

  • Perform quantitative analysis and facilitate business understanding of technical results

  • Use experience in building linear and non-linear models to develop analytics to drive the growth of the deposit platform

Our requirements

  • Solid background in computer programming, Python, C++, Java, Matlab or equivalent language, preferably in large scale financial or technical computations

  • Expertise in some aspect of quantitative analysis, e.g. statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling

  • Strong software design experience

  • Familiarity with financial markets and assets, with a preference for experience with asset pricing and metrics used to govern financial institutions, e.g. liquidity coverage ratios, balance sheet and capital ratios

  • Excellent communication skills, including experience speaking to technical and business audiences and working globally

  • Can apply entrepreneurial approach and passion to problem solving and product development

  • 3-5 years of relevant, continuous experience

This is how we organize our work

Team size

  • 5

This is how we work

  • in house
  • you focus on a single project at a time
  • you develop several projects simultaneously
  • you can change the project
  • you have influence on the product

Team members

  • technical leader
  • architect

This is how we work on a project

  • architect / technical leader support

    Development opportunities we offer

    • conferences in Poland

    • industry-specific e-learning platforms

    • intracompany training

    • substantive support from technological leaders

    • support of IT events

    • technical knowledge exchange within the company

    • the company supports open source projects

    • Benefits

    • sharing the costs of sports activities

    • private medical care

    • life insurance

    • remote work opportunities

    • flexible working time

    • integration events

    • dental care

    • retirement pension plan

    • no dress code

    • coffee / tea

    • drinks

    • parking space for employees

    • sharing the costs of tickets to the movies, theater

    • employee referral program

    • charity initiatives

    Recruitment stages
    1

    CV analysis

    2

    phone call

    3

    technical talks

    4

    interview with the recruiter

    Goldman Sachs Poland Services Sp. z o.o.

    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.

    Przewiń do profilu firmy
    This is how we work
    This is how we work