The Core Engineering, FTP Strats, Associate, Quantitative Engineering

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. The Funds Transfer Pricing (FTP) Strats team within Treasury 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 frameworksEfficiently execute funds transfer through the utilization of internal funding instruments developed and managed by the FTP strats teamManage deposits pricing models to accurately quantify and assess interest rate risks across all deposits in the FirmDevelop and manage effective quantitative models that facilitate the transfer of market risks in Treasury, enabling centralized managed by the Treasury trading deskResponsibilities:Design and implement quantitative frameworks and mathematical models to accurately price funding for Firm’s assets and liabilitiesDevelop 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 sensitivitiesUnderstand business needs, data requirements and specifications; facilitate and develop process workflow required to support implementation of data engineering solutionsDevelop analytics and reporting to provide transparency on FTP and ALMAnalyze model output and facilitate understanding of model results by non-technical clientsManage/Execute end-to-end systems development cycle from requirements analysis, coding, testing, UAT and post go live maintenanceBasic QualificationsAdvanced degrees (PhD or Masters) in a quantitative field such as Mathematics, Physics, Engineering, or Computer Science -- or bachelor’s with relevant work experienceStrong analytical and problem-solving abilityPython or similar programming languageExcellent communication skills, including experience speaking to both technical and business audiences and working globally across multiple regionsFamiliarity with financial markets, financial products, and optimization is a plusSelf-motivated team playerPosting Date: 2026-09-14