Quantitative Strategist, Global Banking & Markets, FICC Resource Management

Goldman Sachs•New York, NY

12h•$150,000 - $300,000•Onsite

About The Position

At Goldman Sachs, quantitative strategists are at the forefront of the business, utilizing various analytical methods to solve real-world problems. They work closely with traders and sales teams, providing valuable quantitative insights on complex financial and technical challenges to inform business decisions. Within the Global Banking & Markets division, the Resource Management Strats team plays a crucial role in supporting senior business leaders by implementing actionable strategies to improve business performance and drive cross-business initiatives. This team focuses on areas such as capital allocation, liquidity management, and optimization of fees and expenses.

Requirements

Strong academic background in a quantitative field such as Computer Science, Applied Mathematics, Physics, Engineering, Statistics, etc.
Strong programming background in a structured language such as C, C++, Python, Java.
Interest in financial markets/products.

Nice To Haves

Commercial focus, team oriented, self-motivated.
Excellent written and verbal communication skills.
Experience working on a trading desk.
Exposure to recent regulatory developments (CCAR, Basel III, Balance Sheet, LCR, NSFR).
Intellectual curiosity, follow through.

Responsibilities

Create innovative models and calculators to support Capital and Liquidity optimization efforts within the firm's Global Banking & Markets business.
Apply numerical optimization techniques to minimize the firm’s scarce resources, including capital, initial margin, and contingent liquidity.
Develop a comprehensive understanding of regulatory capital, methodology, and model implementation.
Stay informed about industry best practices, regulatory changes, and advancements in quantitative finance and risk modeling.
Engage with business leaders to communicate findings and facilitate their implementation.