Responsibilities
:
1. Development of pricing models for derivative products within the interest rate options and exotics sphere;
2. Collaboration with trading and structuring in analysis of trade ideas;
3. Development of analytical tools and infrastructure to assist on core trading activities such as quoting, valuation and risk management;
4. Collaboration with adjacent teams on optimizing real-time infrastructures for pricing and risk calculations;
5. Development of market-making tools and bid-offer generation, using state-of-the-art in-house technology;
Qualifications:
6. Academic background in a quantitative field such as mathematics, physics, statistics, orputer science;
7. Experience in object-oriented programming with a language such as C/C++/C#/Java/Python or equivalent language;
8. Excellent verbal and writtenmunication skills;
9. Interest in working with front office programming of financial models and strategies;
10. Up to 3 years of experience with financial markets; experience with interest rates is a plus;
ABOUT GOLDMAN SACHS
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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. Job ID 300013039316210