Quantitative strategists at Goldman Sachs are known for their ability to build and develop quantitative and technological expertise to solve complex analytical problems. Desk strategists work closely with a trading desk and/or sales teams to identify and understand business needs, and address gaps through development of real-time tools for pricing and risk-management. Working as a desk strategist means being aware and reactive of market environments, and being collaborative with stakeholders on optimizing trading strategies and risk-hedging solutions.
Your impact:
The interest rate options and exotics desk strategists will typically work with the trading desks on developing and enhancing pricing and risk-management tools, while also getting involved in the market-making of over-the-counter products. Being at the core of their business activities, strategists are in constant collaboration with colleagues from multiple regions as well as adjacent analytical teams, helping develop scalable cutting-edge technology.
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, or computer science;
7. Experience in object-oriented programming with a language such as C/C++/C#/Java/Python or equivalent language;
8. Excellent verbal and written communication 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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