FICC Options Market Making Strats
- New York, NY
In Goldman Sachs Quantitative Strategists are at the cutting edge of our businesses, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and sales. their invaluable quantitative perspectives on complex financial and technical challenges power our business decisions.
We are a team of desk strategists who work to transform the FICC and Equity Derivatives businesses by automating the key decisions taken every day. Our team has a wide remit including automatic quoting, optimizing hedging decisions and developing algorithms to trade derivatives on venues around the world. We also deploy statistical analysis techniques and mathematical models to enhance the decision making process, with the overall aim of improving business performance while working closely with traders and salespeople on the trading floor.
RESPONSIBILITIES AND QUALIFICATIONS
- Automate pricing of derivative products, providing fast and accurate prices in response to quote requests from our clients.
- Implement automated hedging algorithms, and build frameworks to manage risk centrally across asset classes.
- Perform systematic and quantitative analysis of franchise flows and market data, driving business decisions and the design of our automation platform.
- Work closely with sales and trading, support our automated pricing and trading systems.
- Be involved with all stages of the software development life cycle with a range of technologies, and collaborate closely with engineering teams who support the underlying infrastructure and frameworks,
- Excellent academic record in a relevant quantitative field such as physics, mathematics, statistics, engineering or computer science.
- Strong programming skills in an object oriented or functional paradigm such as C++, Java or Python.
- At least 4 years of experience in finance or a cutting edge technology company.
- Self-starter with strong self-management skills, ability to manage multiple priorities and work in a high-pressure environment.
- Excellent written and verbal communication skills.
- Experience in building automated option market making platforms (irrespective of asset class).
- Previous quantitative or technical role working on or with a derivatives trading desk (irrespective of asset class)
ABOUT GOLDMAN SACHS
ABOUT GOLDMAN SACHS
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.
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