FICC - Flow Credit Strats
What We Do
Goldman Sachs' Strats business unit is a world leader in developing quantitative models and technologies to solve complex business problems. Flow Credit Strats sits within the firm's Securities Division and works directly with sales and trading desks to provide commercial solutions in a wide range of areas.
As a Desk Strat on the credit desk, you will be working directly with the firm's Investment Grade, High Yield, Distressed Credit, Municipals and Latam trading desks. You will be building cutting-edge pricing and quoting models, large-scale real-time risk systems, generating prediction models for capital and liquidity, and developing strategies to optimize client service and risk management.
RESPONSIBILITIES AND QUALIFICATIONS
- Develop large scale quoting and real-time risk systems for credit products
- Build data-driven prediction models for quoting and liquidity
- Build pricing, risk and capital models for bonds and derivatives
- Work directly with traders on strategies to navigate rapidly changing market and risk conditions
Who We Look For
An ideal candidate would have strong quantitative and technical problem solving skills, drive to investigate and learn new ideas, and good judgement to deliver quick yet robust solutions.
- Bachelors/MS or PhD in a quantitative field - Applied Mathematics, Physics, Engineering, Computer Science
- Meaningful experience coding in an object oriented programming language
- Excellent written and verbal communication skills
- Ability to work in a dynamic and fast- paced environment and deliver accurate results quickly
- Ability to solve problems and to explain underlying ideas
- Mathematical and / or financial background, including a quantitative understanding of probability
- Knowledge of financial markets / basic financial modeling
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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