YOUR IMPACT
You'll be part of a diverse and talented team, applying your advanced scientific training to solve new and exciting problems within our Commodities business.
OUR IMPACT
Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, their invaluable quantitative perspectives on complex financial and technical challenges power our business decisions.
Within Commodities, our team is responsible for utilising modern and sophisticated quantitative techniques to enhance and further develop our derivatives market making capabilities. This includes traditional derivatives pricing and modelling, as well as automation of our quoting, hedging and risk management activities.
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HOW YOU WILL FULFILL YOUR POTENTIAL
Role Responsibilities
- Develop and maintain derivatives pricing models across multiple sub-asset classes, e.g. Gas & Power, Oil Products, Metals.
- Building algorithms and models for automated pricing and quoting of derivatives.
- Expand the scope of our automated pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges along the way.
- Contribute to physical commodities and structured transactions across the business.
- 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.
SKILLS AND EXPERIENCE WE'RE LOOKING FOR
Basic Qualifications
- Excellent academic record in a relevant quantitative field such as Physics, Mathematics, Engineering or Computer Science.
- Experience in object-oriented programming with a language such as C++, Java or Python.
- At least two years of experience in finance or a cutting edge technology company.
- Excellent written and verbal communication skills.
- Expertise in at least one of;
- Stochastic calculus and derivatives pricing
- Software development in a finance-related field
Preferred Qualifications
- Prior experience in Commodities
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.
We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.
We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html
© The Goldman Sachs Group, Inc., 2023. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity