Senior Quantitative Strategist, Global Banking & Markets, FICC Systematic Market Making New Yor[...]

Senior Quantitative Strategist, Global Banking & Markets, FICC Systematic Market Making (New York, NY, United States) Senior 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 bankers, traders and portfolio managers across the firm, their invaluable quantitative perspectives on complex financial and technical challenges power our business decisions. As a member of our team, you will use your advanced training in mathematics, programming and logical thinking to construct quantitative models that drive our success in global financial markets. Your talents for research, analysis and aptitude for innovation will define your contributions and enable you to find solutions to a broad range of problems, in a dynamic, fast‑paced environment. Whatever your background, you will bring a fresh perspective and unique skillset to our business. In return, you will be trained by our experts across the firm to navigate the complexities of the financial markets and state‑of‑the‑art methods in quantitative finance. An ordinary day is anything but. You may work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and more. Whichever your area of contribution, your ideas will have measurable effect on our business and for our clients. How You Will Fulfill Your Potential Exposure to challenging quantitative problems such as modeling risks for derivatives, large‑scale Monte‑Carlo simulations of complete portfolios across the firm, fast and accurate approximate valuation measurements. Exposure to machine learning and data science, and applications in finance. Gain understanding of evolving regulatory framework and leverage quantitative skills to help the firm manage capital resources. Engage with business users and engineers across all areas of the business to understand their requirements and to propose solutions tailored to their needs. Broad exposure to pricing and calibration models for a variety of financial products, including derivatives, illiquid cash products, private equity, etc. Autonomously design and write solutions to help our stakeholders deliver for the firm’s clients. You’ll be encouraged to suggest improvements to products and to propose ways in which we can add value for our stakeholders. Your manager will support your professional development, allowing you time for training at work, helping you learn and grow within the organization, and providing opportunities for increasing responsibility. Who We Look For PhD or Masters in applicable field such as Computer Science, Mathematics, Physics, Engineering, Computational Finance, Quantitative Finance. Strong programming skills and experience with an object‑oriented programming language (such as C++, Python, Java). Strong analytical and problem‑solving skills using math, statistics, and programming. 5+ years of work experience is preferable. Prior experience in Finance industry is preferable. Work experience in data analysis is preferable. Basic fixed income & bond mathematics knowledge is preferable. Experience in development of models for bespoke financial products is preferable. 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. Vacation Policy We offer competitive vacation policies based on employee level and office location. We promote time off from work to recharge by providing generous vacation entitlements and a minimum of three weeks expected vacation usage each year. 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 Goldman Sachs Bank AG