Quantitative Strategist, Associate | Global Banking & Markets, Equities Structur
Goldman Sachs Bank AG, New York, NY, United States
Quantitative Strategist, Associate | Global Banking & Markets, Equities Structured Products | New York City location_on New York, New York, United States
Opportunity Overview sitemap_outline CORPORATE TITLE Associate language OFFICE LOCATION(S) New York account_balance DIVISION Global Banking & Markets
YOUR IMPACT You’ll be part of a diverse and talented team, applying your advanced scientific training to tackle new and exciting problems within our Equity Structured Product business.
OUR IMPACT Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, our invaluable quantitative perspectives on complex financial and technical challenges power the business decisions.
Within Equity Structured Product, our team is responsible for utilising modern and sophisticated quantitative techniques to enhance and further develop our derivatives market making capabilities. This includes traditional derivatives pricing and modelling, as well as automation of our quoting, hedging and risk management activities.
HOW YOU WILL FULFILL YOUR POTENTIAL Role Responsibilities
Develop and maintain derivatives pricing models for equity structured products, such as structured equity linked notes, OTC equity derivatives etc.
Scale the business by increasing automated risk management for exposures to Equity, FX etc.
Expand the scope of our pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges along the way.
Enhance risk management by backtesting hedging strategies for equity structured products.
Collaborate closely with the trading team to ensure daily accurate risk management.
SKILLS AND EXPERIENCE WE’RE LOOKING FOR Basic Qualifications
Experience in structured product modelling.
Excellent academic record in a relevant quantitative field such as Mathematics, Engineering or Computer Science.
Experience in object-oriented programming with a language such as C++, Java or Python.
At least two years of experience in finance or a cutting edge technology company.
Excellent written and verbal communication skills.
Healthcare & Medical Insurance We offer a wide range of health and welfare programs that vary depending on office location. These generally include medical, dental, short-term disability, long-term disability, life, accidental death, labor accident and business travel accident insurance.
Financial Wellness & Retirement We assist employees in saving and planning for retirement, offer financial support for higher education, and provide a number of benefits to help employees prepare for the unexpected. We offer live financial education and content on a variety of topics to address the spectrum of employees’ priorities.
Health Services We offer a medical advocacy service for employees and family members facing critical health situations, and counseling and referral services through the Employee Assistance Program (EAP). We provide Global Medical, Security and Travel Assistance and a Workplace Ergonomics Program. We also offer state-of-the-art on-site health centers in certain offices.
Fitness To encourage employees to live a healthy and active lifestyle, some of our offices feature on-site fitness centers. For eligible employees we typically reimburse fees paid for a fitness club membership or activity (up to a pre-approved amount).
Child Care & Family Care We offer on-site child care centers that provide full-time and emergency back-up care, as well as mother and baby rooms and homework rooms. In every office, we provide advice and counseling services, expectant parent resources and transitional programs for parents returning from parental leave. Adoption, surrogacy, egg donation and egg retrieval stipends are also available.
Benefits at Goldman Sachs Read more about the full suite of class-leading benefits our firm has to offer.
#J-18808-Ljbffr
Opportunity Overview sitemap_outline CORPORATE TITLE Associate language OFFICE LOCATION(S) New York account_balance DIVISION Global Banking & Markets
YOUR IMPACT You’ll be part of a diverse and talented team, applying your advanced scientific training to tackle new and exciting problems within our Equity Structured Product business.
OUR IMPACT Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, our invaluable quantitative perspectives on complex financial and technical challenges power the business decisions.
Within Equity Structured Product, our team is responsible for utilising modern and sophisticated quantitative techniques to enhance and further develop our derivatives market making capabilities. This includes traditional derivatives pricing and modelling, as well as automation of our quoting, hedging and risk management activities.
HOW YOU WILL FULFILL YOUR POTENTIAL Role Responsibilities
Develop and maintain derivatives pricing models for equity structured products, such as structured equity linked notes, OTC equity derivatives etc.
Scale the business by increasing automated risk management for exposures to Equity, FX etc.
Expand the scope of our pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges along the way.
Enhance risk management by backtesting hedging strategies for equity structured products.
Collaborate closely with the trading team to ensure daily accurate risk management.
SKILLS AND EXPERIENCE WE’RE LOOKING FOR Basic Qualifications
Experience in structured product modelling.
Excellent academic record in a relevant quantitative field such as Mathematics, Engineering or Computer Science.
Experience in object-oriented programming with a language such as C++, Java or Python.
At least two years of experience in finance or a cutting edge technology company.
Excellent written and verbal communication skills.
Healthcare & Medical Insurance We offer a wide range of health and welfare programs that vary depending on office location. These generally include medical, dental, short-term disability, long-term disability, life, accidental death, labor accident and business travel accident insurance.
Financial Wellness & Retirement We assist employees in saving and planning for retirement, offer financial support for higher education, and provide a number of benefits to help employees prepare for the unexpected. We offer live financial education and content on a variety of topics to address the spectrum of employees’ priorities.
Health Services We offer a medical advocacy service for employees and family members facing critical health situations, and counseling and referral services through the Employee Assistance Program (EAP). We provide Global Medical, Security and Travel Assistance and a Workplace Ergonomics Program. We also offer state-of-the-art on-site health centers in certain offices.
Fitness To encourage employees to live a healthy and active lifestyle, some of our offices feature on-site fitness centers. For eligible employees we typically reimburse fees paid for a fitness club membership or activity (up to a pre-approved amount).
Child Care & Family Care We offer on-site child care centers that provide full-time and emergency back-up care, as well as mother and baby rooms and homework rooms. In every office, we provide advice and counseling services, expectant parent resources and transitional programs for parents returning from parental leave. Adoption, surrogacy, egg donation and egg retrieval stipends are also available.
Benefits at Goldman Sachs Read more about the full suite of class-leading benefits our firm has to offer.
#J-18808-Ljbffr