FICC - Special Situations Group - Quantitative Strategist



What We Do

The Goldman Sachs Special Situations Group (SSG) is a global multi-asset class investing and lending business. SSG Strategies group focuses on modeling, portfolio valuation, and risk management.



Your impact

As a strategist, you will create cutting edge models used in corporate, middle market and retail sectors to provide insights in market behaviors and to help our business grow. You will create complex computational architectures, leveraging advances in very large data store, parallel processing and other automation tools to meet the challenge of a rapidly growing and evolving business.

RESPONSIBILITIES AND QUALIFICATIONS

Responsibilities:

  • Strategists generally taken on projects that comprise of both engineering and commercial components. Recent examples include:
    • Asset-Liability matching framework - pairing investment opportunities with funding strategies
    • Macroeconomic risk management and macro-hedge strategies
    • Capital allocation and scenario analysis
    • Portfolio management
    • Quantitative risk metrics development
    • Behavioral models in consumer finance


Who We Look For

We are looking for an individual who can develop new models and the requisite systems and processes in a commercial environment

Basic Qualifications
  • Strong communication skills, ability to convey technical topics to diverse audience, from technologists to senior business leaders
  • Mathematical knowledge - calculus, probability, statistics
  • Academic background in a technical field - Computer Science, Physics or natural sciences, Pure or Applied Mathematics, or statistics.
  • Ability to design robust and scalable software
  • Commercial focus, team-oriented, self-motivated


Preferred Qualifications
  • Quantitative undergraduate or graduate degree
  • Experience working on a trading desk or similarly dynamic, open environment
  • Knowledge of financial engineering such as derivatives modeling (e.g. interest rates, fx, equity) and/or FinTech (behavioral finance)
  • Experience in analyzing very large dataset / machine learning


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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