The Core Engineering, FTP Strats, Associate, Quantitative Engineering

Corporate Treasury Role 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 frameworks Efficiently execute funds transfer through the utilization of internal funding instruments developed and managed by the FTP strats team Manage deposits pricing models to accurately quantify and assess interest rate risks across all deposits in the Firm Develop and manage effective quantitative models that facilitate the transfer of market risks in Treasury, enabling centralized managed by the Treasury trading desk