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
- 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