Investment Banking Strat, Quantitative Engineering - GBM Private - Dallas - Vice President

Investment Banking Divisional Strats – Dallas – Vice President / Associate

Division Summary
Goldman Sachs’ Strats business unit is a world leader in developing quantitative models and technologies to solve complex business problems. Working within the firm’s trading, sales, banking, and asset management divisions, strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities. 

Investment Banking Strats are involved in marketing, structuring, pricing, and executing transactions for large corporations and institutions in the capital markets and M&A. We develop state-of-the-art quantitative and analytical methods for advising clients, and we build financing and risk-management solutions across products and industries. Investment Banking Strats are both investment bankers and innovators who create analytics and scalable technology platforms that will shape the future of investment banking and how we connect with clients. Direct participation in client interactions, deal executions, and other core commercial activities allows us to be in the optimal position to develop technical innovations that create economic leverage and differentiate the firm. We ensure maximum technical efficacy by encouraging fluency in the latest quantitative models, data science, data engineering, and software platforms through peer learning, MOOC-like curated learning, and online training resources.
Our team members are quantitative engineers, financial engineers, and data scientists who share a passion for investment banking and the financial markets. 

Job Summary & Responsibilities
We are looking for a Vice President / Associate to join the Investment Banking Divisional Strats team in Dallas. This is a quantitative role which predominantly covers three main lines of businesses across Investment Banking:

1. Corporate Acquisition Financing – Focused on originating and executing corporate credit transactions (Term Loans/ Bridge Loans/ Revolvers/ Bonds) for large corporations and financial institutions to support Mergers & Acquisitions, and associated Acquisition financing deals
2. Relationship Lending – On balance sheet portfolio lending to corporates and financial institutions to foster long-term banking relationships
3. Tax Equity and Credits – Investment in green energy projects for returns generated through tax equity, as well as purchase and sale of tax credits in the capital markets

The position involves solving business, data, and technology-related problems across the three lines of business, using large and complex financial datasets, and working in tandem with Investment Bankers across different industry and product groups. The role requires a combination of the following qualities: knowledge of the financial markets and debt products, strong quantitative modelling skills in credit and derivative products, strong communication skills with non-technical audience, data and statistical analytical, and software engineering.

A successful candidate must act as a local liaison with our global team, and interact with the Financing Group, Classic Banking, Securities Division, and other Investment Banking Engineering teams. We expect the candidate to be self-led, entrepreneurial, and capable of managing the delivery and adoption of key products.

Responsibilities

• Development of quantitative models to project price and balance sheet utilization for Investment Banking’s loan portfolios
• Development of statistical models for projections of Investment Banking revenues
• Development of quantitative models to forecast interest rate risk in Investment Banking’s balance sheet
• Development of pricing models related to loans, bonds, corporate credit products, and derivatives
• Perform analyses and create analytical tools for the management and optimization of the Division’s capital allocation across Investment Banking businesses
• Work closely with IB CRO and CFO offices to support the Division’s needs in risk management, stress testing, and capital management
   

Basic Qualifications
 

• Bachelor’s or advanced degree in a quantitative/ STEM discipline (e.g., Mathematics, Computer Science, Engineering, Statistics etc.)
• Strong quantitative / analytic reasoning and problem-solving abilities 
• Strong technical and computer programming skills in at least one object-oriented programming language such as Python, C++, and Java  
• Strong oral and written communication skills - Strong interpersonal skills; desire and ability to play on a team 
• Strong interest in finance, investment banking, and the capital markets 
• Results-oriented work ethics