Miguel Barrio has joined Goldman Sachs as a managing director in corporate treasury asset liability management (ALM) strategy (strats).

In this role, Barrio (pictured) will drive a number of key initiatives in ALM, including funds transfer pricing (FTP) engineering and deposit modelling. He will report to Mariano Zimmler , partner, head of ALM strategy at Goldman Sachs. Most recently, Barrio founded Voracle, a platform to systematically trade equity volatility products. Prior to this, he worked at Deutsche Bank as global head of equity, treasury, and leveraged debt capital markets strats. Barrio’s team was responsible fo