Quantitative Engineer - Equity Structured Product Strat - Global Banking & Markets - New York

    • Goldman Sachs & Co.
  • New York, NY
  • Posted 25 days ago | Updated 6 hours ago

Overview

On Site
USD 150,000.00 - 300,000.00 per year
Full Time

Skills

Object-Oriented Programming
C++
Training and development
Risk management
Equity derivatives
Computer science
Investment banking
Investment management
Training
IMPACT
Analytical skill
Collaboration
Finance
Derivatives
Pricing
Modeling
Automation
Quoting
OTC
FX
Trading
Mathematics
Java
Python
Communication
Leadership
Securities
Recruiting

Job Details

YOUR IMPACT


You'll be part of a diverse and talented team, applying your advanced scientific training to tackle new and exciting problems within ourEquity 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 utilizing 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.

Role Responsibilities:

  • Develop and maintain derivatives pricing modelsfor 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 withthe trading team to ensure daily accurate risk management.

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.

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: ;br>

The Goldman Sachs Group, Inc., 2023. All rights reserved.


Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity.

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 .



Salary Range

The expected base salary for this New York, New York, United States-based position is $150000-$300000. 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 .