Responsibilities
:
1. Develop quantitative models for interest rate risk, from both economic and earnings perspectives, liquidity & currency risks
2. Optimize the firm's interest rate ie by developing balance sheet analytics and hedging strategies under various market environments
3. Understand business needs, data requirements and specifications; facilitate and develop process workflow required to support implementation of engineering solutions
4. Perform quantitative analysis and facilitate business understanding of technical results
5. Work with other Strats and technology departments to optimally leverage financial resources to achievemercial priorities
Basic Qualifications
6. Advanced degrees (PhD or Masters) in quantitative field such as Engineering, Mathematics or Physics -- or Bachelors with relevant work experience
7. Strong analytical, mathematical and programming background
8. Expertise in Python, or similar language; experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
9. Expertise in an aspect of quantitative analysis, mathematics, physics, statistics, stochastic calculus, scientificputing, econometrics, machine learning algorithms, financial modeling.
10. Experience with financial markets and assets; preference for vanilla interest rate derivative pricing, bond and deposit pricing, curve construction, hedging strategies and risk management.
11. Excellentmunication skills, including experience speaking to both technical and business audiences and working globally across multiple regions.
ABOUT GOLDMAN SACHS
At Goldman Sachs, wemit our people, capital and ideas to help our clients, shareholders and themunities 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.
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Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity
Job ID 300006788433990