Job Description

Job Category: Analyst
:
Quantitative strategists at Goldman Sachs are known for their ability to build and develop quantitative and technological expertise to solve complex analytical problems. Desk strategists work closely with a trading desk and/or sales teams to identify and understand business needs, and address gaps through development of real-time tools for pricing and risk-management. Working as a desk strategist means being aware and reactive of market environments, and being collaborative with stakeholders on optimizing trading strategies and risk-hedging solutions.
Your impact:
The interest rate options and exotics desk strategists will typically work with the trading desks on developing and enhancing pricing and risk-management tools, while also getting involved in the market-making of over-the-counter products. Being at the core of their business activities, strategists are in constant collaboration with colleagues from multiple regions as well as adjacent analytical teams, helping develop scalable cutting-edge technology.
Responsibilities:

• Development of pricing models for derivative products within the interest rate options and exotics sphere;
• Collaboration with trading and structuring in analysis of trade ideas;
• Development of analytical tools and infrastructure to assist on core trading activities such as quoting, valuation and risk management;
• Collaboration with adjacent teams on optimizing real-time infrastructures for pricing and risk calculations;
• Development of market-making tools and bid-offer generation, using state-of-the-art in-house technology;

Qualifications:

• Academic background in a quantitative field such as mathematics, physics, statistics, or computer science;
• Experience in object-oriented programming with a language such as C/C++/C#/Java/Python or equivalent language;
• Excellent verbal and written communication skills;
• Interest in working with front office programming of financial models and strategies;
• Up to 3 years of experience with financial markets; experience with interest rates is a plus;

ABOUT GOLDMAN SACHS
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.
We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.
We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html
The Goldman Sachs Group, Inc., 2023. All rights reserved.
Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.

Skills Required