Quantitative Strategist, Global Banking & Markets, Equities Structured Products

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.

SALARY RANGE

The expected base salary for this New York, New York, United States-based position is $150,000-$225,000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.

BENEFITS

Goldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here.

ACCESSIBILITY STATEMENT

We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: #J-18808-Ljbffr The Goldman Sachs Group