The Core Engineering, FTP Strats, Associate, Quantitative Engineering

Goldman SachsNew York, NY

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Overview

Schedule

Full-time

Education

Engineering (PE)

Career level

Senior-level

Remote

On-site

Job Description

JobID: 184492

Category: Associate

JobSchedule:

Posted Date: 2026-09-14T17:28:14+00:00

JobShift:

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

Responsibilities:

Design and implement quantitative frameworks and mathematical models to accurately price funding for Firm's assets and liabilities
Develop 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 sensitivities
Understand business needs, data requirements and specifications; facilitate and develop process workflow required to support implementation of data engineering solutions
Develop analytics and reporting to provide transparency on FTP and ALM
Analyze model output and facilitate understanding of model results by non-technical clients
Manage/Execute end-to-end systems development cycle from requirements analysis, coding, testing, UAT and post go live maintenance

Basic Qualifications

Advanced degrees (PhD or Masters) in a quantitative field such as Mathematics, Physics, Engineering, or Computer Science -- or bachelor's with relevant work experience
Strong analytical and problem-solving ability
Python or similar programming language
Excellent communication skills, including experience speaking to both technical and business audiences and working globally across multiple regions
Familiarity with financial markets, financial products, and optimization is a plus
Self-motivated team player

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FAQs About The Core Engineering, FTP Strats, Associate, Quantitative Engineering Jobs at Goldman Sachs

What is the work location for this position at Goldman Sachs?

This job at Goldman Sachs is located in New York, NY, according to the details provided by the employer. Some roles may also include multiple work locations depending on the requirement.

What pay range can candidates expect for this role at Goldman Sachs?

Employer has not shared pay details for this role.

What employment applies to this position at Goldman Sachs?

Goldman Sachs lists this role as a Full-time position.

What experience level is required for this role at Goldman Sachs?

Goldman Sachs is looking for a candidate with "Senior-level" experience level.

What education level is required for this job?

The education requirement for this position is Engineering (PE). Candidates with relevant qualifications or equivalent experience may also be considered.

What is the process to apply for this position at Goldman Sachs?

You can apply for this role at Goldman Sachs either through Sonara's automated application system, which helps you submit applications 10X faster with minimal effort, or by applying manually using the direct link on the job page.