Securities, FICC, Desk Strats, Analyst - Irving

DIVISIONAL OVERVIEW

Goldman Sachs’ Strats business unit is a world leader in developing quantitative and technological techniques to solve complex business problems. Working within the firm’s trading, sales, banking and investment management divisions, strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities.

Securities Strats

Securities Strats play important roles in several areas. Some Strats sit on trading desks, creating cutting-edge derivative pricing models and developing empirical models to provide insight into market behavior. Others develop automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading. A third group works directly with the firm’s sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs. The work involves developing a thorough understanding of the full range of investment products and strategies offered by the firm, an ability to capture the characteristics of those investments in mathematical models and the creation of infrastructure to make those analyses reusable and scalable across our businesses.

Regulatory Strats

For this position, we are looking for an Analyst in the “Regulatory Analysis & Execution” team within the Securities Division Desk Strategist group. The individual will focus on helping the Securities Division comply with the various regulatory policies that have been enacted in recent years—Volcker, Dodd-Frank, etc. A candidate should demonstrate strong programming, quantitative modeling, and statistical skills, as well as excellent communication, presentation, and interpersonal skills. A successful candidate will:

  • Create calculators and tools to complete all regulatory requests
  • Implement reports to monitor regulatory requirements on an ongoing basis
  • Develop a deep understanding of regulatory requirements, methodology, and internal implementation
  • Implement tests and write documentation on pricing and risk models used by the Securities Division
  • Build compression analysis tools
  • Work closely with senior desk Strats to understand their businesses and learn their pricing/risk models for use with regulatory requests

Basic Qualifications- Strong academic background in quantitative fields – Computer Science, Applied Mathematics, Physics, Engineering, Statistics

  • Strong programming background in a structured language (e.g. C/C++, Python, Java)
  • Interest in financial markets/products

Preferred Qualifications- Commercial focus, team oriented, self-motivated

  • Ability to solve problems and to explain the ideas that underlie them to clients and colleagues
  • Excellent writing and verbal communication skills
  • Experience working on a trading desk

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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