Quantitative Engineering - Analyst - Global Banking & Markets

RESPONSIBILITIES AND QUALIFICATIONS YOUR IMPACT

Are you passionate about derivatives modelling and using sophisticated pricing techniques Do you want to drive the creation of the next generation of pricing and structuring toolsWe are looking for a modelling and expert to join our Asia Macro Strats team and help us change the way financial products are structured, priced and risk managed at Goldman Sachs.

 

OUR IMPACT

The core value of the Securities Division is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor. The Macro strats team oversees the creation and development of the Securities Division quantitative platform, building the key models and components to evaluate the prices of financial products. We develop these to best capture market dynamics, accurately and efficiently, whilst making them directly available to our business users, enabling us to partner with them to quickly respond to client needs.

 

HOW YOU WILL FULFILL YOUR POTENTIAL

Creating new models and more efficient numerical methods to evaluate them. Partner with structurers, traders and other engineers to develop new financial products, and build the frameworks to do that efficiently Develop computational tools for extreme clarity and compute efficiency, for pricing speed, compute cost and safe maintenance

 

QUALIFICATIONS

PREFERRED QUALIFICATIONS