Securities, Equity Sales Strats, Quantitative Sales Strategist – Analyst/Associate

YOUR IMPACT

As a strategist who sits in the Securities Division, you will play an integral role on the trading floor. You may create quantitative models to uncover unseen trends in markets, structure indices/baskets to track certain themes in the market, and use statistical tools to assist clients in analyzing specific trades or their portfolio. Throughout the Securities Division, strategists are using quantitative and technological techniques to solve complex business problems.

OUR IMPACT

The Securities Division

Our core value is building strong relationships with our institutional clients. We help them buy and sell financial products around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial environment, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor.

Equity Structuring & Sales Strats Team

The Equity Structuring & Sales Strats team includes experts across products, structuring, technology, and data analytics to help facilitate equity-based transactions and identify market opportunities. The Equity Structuring & Sales Strats team performs quantitative and other analysis, working with tools, models and financial markets data and collaborates with Sales, Trading, Technology and other areas of the firm, and with clients.

HOW YOU WILL FULFILL YOUR POTENTIAL

You will apply a variety of technical skills to analyze equity markets and client portfolios. Combining fundamental analysis, data analysis, factor models, and software development, you will provide insight to the risks and performance of portfolios and products. You should have experience in a statistical or interpreted programming language and working with datasets in code. You should also have an interest in using rigorous statistical analysis on financial market data. Clients, as well as Sales and Trading, will use your analysis to inform their views of the market and what is driving it.

Basic Qualifications1)Strong quantitative skills in regression, linear algebra, time-series analysis, data modeling, statistics, probability

2)Object-oriented (e.g. Java, C++, Python) and/or statistical software (e.g. Matlab, R, SAS, numpy/scipy) experience to manage storage, retrieval, and analysis of data sets

3)Interest and knowledge in financial markets, products, and participants (especially equities)

4)Clear, critical thinking; concise writing skills; excellent communication skills

Preferred Qualifications1)Technical post-graduate degree, e.g. mathematics, physics, engineering, computer science, financial engineering, statistics, etc.

2)Work experience in the financial industry, especially in portfolio analysis using Bloomberg PORT, Axioma, or Barra factor models

3)Experience with convex optimization problems, such as linear programming, quadratic programming, and generalized least squares

Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. © The Goldman Sachs Group, Inc., 2015. All rights reserved.


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