Cross Asset Quantitative Strategist
What We Do
The Cross Asset team is responsible for the core pricing and risk infrastructure within the FICC (Fixed Income Commodities and Credit) division. They drive the strategy and modelling of the core risk management practices as well as the quoting workflow. Members of the team are expected to develop an in-depth understanding of the models, their efficient integration within the bank framework as well as the technical challenges and design aspect of building and maintaining a unified and scalable infrastructure. The team is at the forefront of the Technology initiatives in the risk and quoting space. The risk division of the team is responsible in designing, maintaining and driving the strategy of a unified and scalable risk management solution encompassing all asset classes within FICC.
Securities Strats play important roles in several areas. Some Strats sit on trading desks, creating cutting-edge derivative pricing models and developing empirical models to provide insight into market behavior. Others develop automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading. A third group works directly with the firm's sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs. Between these teams, Core Strats design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms. Cross Asset Strats. The work involves developing a thorough understanding of the full range of investment products and strategies offered by the firm, an ability to capture the characteristics of those investments in mathematical models and the creation of infrastructure to make those analyses reusable and scalable across our businesses.
RESPONSIBILITIES AND QUALIFICATIONS
As an member of the team, you are expected to have a deep understanding of the risk management aspects of a wide range of products, models and asset classes. You will be an integral part of the design and implementation of the risk management infrastructure and as such will be required to understand infrastructure management, its design and proper maintenance. This role requires interfacing with many different teams: desk trading strategists from all asset classes, traders, technologists, and senior managers of the bank.
Who We Look For
Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.
- Strong academic background in a relevant field - Computer Science, Mathematics, Engineering, Physics
- Strong communication skills
- Strong applied programming skills
- Commercial awareness
- Enthusiastic, proactive and driven individual
- Knowledge of infrastructure architecture/design, release procedures
- Project management skills
- Risk management skills
- Prior financial experience
Who We Are
At Goldman Sachs, our Engineers don't just make things - we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets.
Engineering, which is comprised of our Technology Division and global Strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities? Start here.
ABOUT GOLDMAN SACHS
The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.
© The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.
See Inside the Office of Goldman Sachs
The Goldman Sachs Group, Inc. is a leading global investment banking, securities, and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments, and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.
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