Corporate Treasury

Job Description

Overview

We’re a team within an evolving function in Corporate Treasury responsible for managing the firm’s structural interest rate risk and the firm’s evolving HQLA portfolio. We take a bird’s eye view on asset and liability management and liquidity across GS and position the firm in a way that meets our long term objectives.

The division is ideal for collaborative individuals who have strong quantitative analysis skills and risk management capabilities since Treasury actively manages the firm’s financial resources which are constantly changing due to business activity, markets, risk appetite, regulations and other factors.

Responsibilities

Identify and execute Agency MBS trades, with a focus on relative value within the mortgages space as well as across asset classes
Analysis on cash flows and strong ability to conduct scenario analysis, with a focus on enhancing NII
Identify opportunities in Ginnie Mae and conventional passthroughs, Agency CMBS, Agency CMOs, and other products
Contribution to macro trade ideas in interest rate markets
Risk management of the existing portfolio and new trade execution and management
Interpret economic data to help make informed trading decisions
Trade execution and booking
Perform historical analysis on market data to help inform trading decisions

Preferred Qualifications

Corporate Treasury is looking for a Vice President to join its Portfolio Management Trading team in New York to focus on the firm’s MBS portfolio.
The desk works closely with other parts of Corporate Treasury and Global Markets Division trading/structuring desks.
We are primarily working with US Treasuries, Mortgage-Backed Securities, interest rate swaps, basis swaps, futures, repos, and other macro products.
The team works out of the New York, London and Hong Kong offices.
Prior trading and/or investing experience in MBS
5+ years of experience
Strong analytical, problem solving and quantitative skills
Strong understanding of economic, fiscal and monetary policy
Proficiency in Excel and PowerPoint required
Python skills are a plus
Strong quantitative skills with the ability to analyze, evaluate and form independent judgment
Strong verbal and written communication skills

Unlock the Full Role

See the structured details that can help you decide how to apply and prepare.

About Company

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.

Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity