Corporate Treasury, Mortgages Trader/Portfolio Manager, Vice President, New York New York · · Vice President

About this role

Corporate Treasury, Mortgages Trader/Portfolio Manager, Vice President, New Yorklocation\_onNew York, NY, United States

Opportunity Overview

sitemap\_outline

CORPORATE TITLEVice President

language

OFFICE LOCATION(S)New York

assignment

JOB FUNCTIONTrading

account\_balance

DIVISIONCorporate Treasury

Corporate Treasury – Mortgages Trader/Portfolio Manager – Vice President - New York

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 AND 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.

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

QUALIFICATIONS/SKILLS:

• 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
• Bachelors Degree
• Must be comfortable building models, managing large amounts of data, and analyzing the output