Corporate Treasury - Quantitative Strategist - Associate
Location: London, Greater London, England, United Kingdom
Opportunity Overview: Our quantitative strategists are at the forefront of our business, solving real-world problems through analytical methods. Collaborating closely with bankers, traders, and portfolio managers, they provide invaluable quantitative insights into complex financial and technical challenges, driving our business decisions.
Using advanced mathematics, programming, and logical thinking, you will construct models that influence our success in global markets. Your research, analysis, and innovative skills will enable you to find solutions across a broad range of problems in a dynamic environment. We welcome diverse backgrounds, offering training across the firm to navigate financial markets and quantitative finance techniques.
An ordinary day may involve working on alpha strategies, portfolio allocation discussions, or building models for prediction, pricing, and automation. Your ideas will have a measurable impact on our business and clients.
Job Duties:
1. Build, enhance, and analyze mathematical models for liquidity and risk metrics.
2. Design models to attribute spot metrics and project future requirements, producing quantitative analytics on historical data.
3. Create tools for scenario analysis on liquidity metrics.
4. Document models and validate them according to firm policies.
5. Collaborate with non-engineers to explain model behavior.
Qualifications:
* Bachelor’s degree minimum; Master’s or PhD preferred.
* Strong analytical skills for complex analyses.
* Excellent communication skills.
Relevant Prior Experience:
* Developing mathematical models in Python, C++, or Java.
* Financial pricing models across asset classes.
* Maintaining production code and processes.
* Preparing validation documents for models.
* Using optimization and statistical techniques.
At Goldman Sachs, we are committed to diversity, inclusion, and professional growth. We offer comprehensive benefits, wellness programs, and a supportive environment to help you excel and grow your career.
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