Corporate Treasury Associate, Quantitative Engineering

About the role

Corporate Treasury Quantitative Engineering team at Goldman Sachs manages the firm’s funding, liquidity and risk through advanced quantitative models and analytics. The Associate designs, implements and maintains interest rate risk frameworks, builds analytics for stress and scenario analysis, and supports regulatory reporting and stakeholder presentations. Bengaluru, Karnataka, India, on-site.

What you’ll do

• Design and maintain quantitative models and interest rate risk frameworks
• Develop analytics for sensitivity, stress and scenario analysis
• Produce methodologies for risk metrics and collaborate with stakeholders
• Document models, support regulatory inquiries and validation
• Prepare presentations and reports for managers and teams

What you’ll bring

• Masters or PhD in Mathematics, Physics, Statistics, Engineering, or Computer Science
• Strong programming in C++, Java, or Python
• Excellent quantitative and communication skills
• Experience in quantitative finance or risk systems (preferred)
• Self-starter with ability to work independently and in teams

Skills