Associate-Intermediate-Research/VP, SEC1517ANF

Duties: Associate-Intermediate-Research/VP with Goldman, Sachs & Co. in New York, NY. Develop pricing and risk management models for financial products including interest rate exotic derivatives. Build tools for calculation and hedging of a variety of risk analytics required for exotic interest rate derivatives. Work with traders on pricing and hedging exotic or bespoke interest rate derivative trades. Run scenario analysis, risk analytics, stress testing analysis required for regulatory calculations. Document pricing models and risk analytics.

Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)

Job Requirements: Master’s or Bachelor’s degree (U.S. or equivalent) in Engineering, Computer Science, Physics, Mathematics or a related quantitative field. Three (3) years of experience with Master’s or five (5) years of experience with Bachelor’s in the job offered or in a related quantitative position. Prior work experience must include: Experience with the development, production implementation, and maintenance of mission critical software in a high performance programming language such as C++ or Java; Financial mathematics including but not limited to stochastic calculus, no-arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra, numerical methods, optimization, probability and random processes; Expertise in fixed income derivatives, in particular in the interest rate derivatives area such as swaps, options and exotics; Experience with developing and implementing pricing models of financial instruments to be used in production risk management systems.

QUALIFIED APPLICANTS: Apply at: https://careers.gs.com. Under ‘Experienced Professionals,’ click on ‘Apply Now.’ If New User, Click on ‘Register Now’. Upon completion, an email with a link will be sent to you. Click or paste link into browser and log-in. On Welcome screen, enter job code into “Keywords:” field and click on “Search”. Click on the job from the results to apply. Complete application tabs, then click ‘Submit’. If already registered, log-in and follow above instructions to submit an application. NO PHONE CALLS PLEASE.

Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. © The Goldman Sachs Group, Inc., 2015. All rights reserved.


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