Quantitative Engineering - Associate - Global Banking & Markets

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MORE ABOUT THIS JOB

Please note division and function examples are representative of opportunities common for this skill-set. The list is not exhaustive, and availability of open roles is determined based on business need. Specific roles will be confirmed through the interview process.

At Goldman Sachs, our Engineers don t just make things - we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets. Engineering, which is comprised of our Technology Division and global strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilitiesStart here.

• Bachelors, Masters, or PhD in Mathematics, Physics, Computer Science, Engineering or similar subject.
• Strong quantitative skills, preferably experience in derivatives modelling.
• Strong programming skills, including clear understanding of algorithms and data structures.
• Knowledge of high-performance numerical methods.
• Strong interpersonal, communication and presentation skills, both written and verbal.
• Comfortable managing multiple stakeholders, driving consensus and influencing outcomes.

• Experience building multi-asset models used for derivatives pricing
• Experience building tools and payoff languages used by traders and structurers.
• Experience creating and using Domain Specific Languages, and Functional programming.
• Experience with the Python, C++ and/or JVM ecosystem.