Home
Communities
Companies
- Companies
  
  Discover best places to work
- Compare Companies
  
  Compare & find best workplace
- Add Office Photos
  
  Bring your workplace to life
- Add Company Benefits
  
  Highlight your company's perks
Reviews
- Company reviews
  
  Read reviews for 6L+ companies
- Write a review
  
  Rate your former or current company
Salaries
- Browse salaries
  
  Discover salaries for 6L+ companies
- Salary calculator
  
  Calculate your take home salary
- Are you paid fairly?
  
  Check your market value
- Share your salary
  
  Help other jobseekers
- Gratuity calculator
  
  Check your gratuity amount
- HRA calculator
  
  Check how much of your HRA is tax-free
- Salary hike calculator
  
  Check your salary hike
Interviews
- Company interviews
  
  Read interviews for 40K+ companies
- Campus placements
  
  Interviews questions for 2K+ colleges
- Share interview questions
  
  Contribute your interview questions
Jobs
Awards

WINNERS AWAITED!
- ABECA 2025
  
  WINNERS AWAITED!
  
  AmbitionBox Employee Choice Awards - 4th Edition
- ABECA 2024
  
  AmbitionBox Employee Choice Awards - 3rd Edition
- AmbitionBox Best Places to Work 2022
  
  2nd Edition
- AmbitionBox Best Places to Work 2021
  
  1st Edition

Add office photos

Employer? Claim Account for FREE

Goldman Sachs

Compare

3.5

based on 1.2k Reviews

140 Goldman Sachs Jobs

Quantitative Engineering - Analyst - Global Banking & Markets

Goldman Sachs

3.5

based on 1.2k Reviews

3-8 years

Bangalore / Bengaluru

1 vacancy

Quantitative Engineering - Analyst - Global Banking & Markets

Goldman Sachs

posted 4hr ago

Job Role Insights

Flexible timing

Key skills for the job

Data Analytics Investment Banking SQL C++ Front Office Analytical Chemistry

+ 4 more

Job Description

Securities Strats play important roles in several areas. Strats aligned with trading desks are responsible for pricing and risk models to provide insight into market behavior of securities, loans, derivatives and other complex financial instruments. Strats develop mathematical models and implement analytics that assist in monitoring, analyzing and managing risk by desk traders as well as senior management. Strats are also responsible for development and maintenance of infrastructure for pricing and risk management of trade and investment positions

Responsibilities

Development of pricing models related to mortgage backed securities, loans, and derivatives
Development and calibration of statistical credit and prepayment models for measuring default, prepayment and severity of mortgage and asset backed securities and loans.
Development and support of analytical tools and infrastructure to help trading desk with daily trading activities, valuation and risk management
Analyze data and develop surveillance reports to monitor collateral and deal performance
Help trading desk analyze trading ideas, hedging strategies, and ROE optimization

Basic Qualifications:

Academic background in any of relevant field - (STEM - Statistics, Computer Science, Math, Financial Engineering)
2.5+ years of front office quant/modeling experience in mortgages asset classes.
Meaningful experience coding in an Object oriented programming language such as C, C++ and Python.
Comfortable working with Database/Statistical software such as R, SQL
Collaborative teamwork skills and ability to communicate to both technical and non-technical audiences verbally and in writing

Employment Type: Full Time, Permanent

Read full job description

Prepare for Engineer roles with real interview advice