Finance, Corporate Treasury, Asset Liability Management and Portfolio
Goldman Sachs USA
Financial Services - Banking/Investment/Finance
354 W 31st St
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MORE ABOUT THIS JOB Description of Corporate Treasury Corporate Treasury works closely with the CFO, Treasurer and other members of senior management to manage the firm's financial resources and structural balance sheet positioning. The department also manages key relationships with external stakeholders and regulators, and plays a significant role in strategic initiatives across the firm.
Asset Liability Management and Portfolio Strategy The ALM and Portfolio Strategy function sets incentives related to funding costs across the firm and manages the structural interest rate and currency risks generated by the firm's asset-liability profile.
RESPONSIBILITIES AND QUALIFICATIONS RESPONSIBILITIES AND QUALIFICATIONS Responsibilities:
Analyze underlying liquidity, interest rate risk and FX risk behaviors of both asset side and liability side exposures and make recommendations for how these should be modelled
Analyze constraints related to firm resource consumption to drive portfolio strategy for managing the firm's structural banking book risks
Lead the development of methodologies and frameworks for asset and liability management, funds transfer pricing, central rate risk management and central P&L allocation methodologies
Develop a portfolio monitoring program that evaluates key risk metrics, portfolio evolution and attribution analyses to propose structural risk management strategies
Skills / Experience:
Ability to work on multiple projects with a high attention to detail
Relevant modelling experience and demonstrated use of forecasting techniques
Comfortable managing large amounts of data, and analyzing output
Self-starter with an entrepreneurial attitude, good commercial judgement
Broad understand ing of rates and FX market dynamics
Familiarity with asset liability management principles
Prior experience in the Treasury space, particularly in an ALM or Investment Portfolio Strategy function, required
Coding skills and experience in computer programming languages preferred
ABOUT GOLDMAN SACHS 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.
The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.
Finance, Corporate Treasury, Asset Liability Management and Portfolio Strategy, Associate
Associated topics: bond, broker dealer, buy, dow jones, invest, investor, risk, security, stock, s p
* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.