Securities, FICC, FICC, Mortgage Strats, VP
MORE ABOUT THIS JOB
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.
RESPONSIBILITIES AND QUALIFICATIONS
Roles within Securities Strats
Securities Strats play important roles in several areas. Strats aligned with trading desks are responsible for pricing and risk models to provide insight into market behavior of securities, loans, derivatives and other complex financial instruments. Strats develop mathematical model and implement analytics that assist in monitoring, analyzing and managing risk by desk traders as well as senior management. Strats are also responsible for development and maintenance of infrastructure for pricing and risk management of trade and investment positions.
Job Summary & Responsibilities:
- Development of pricing models related to mortgage backed securities, loans, and derivatives
- Development and calibration of statistical credit and prepayment models for measuring default, prepayment and severity of mortgage and asset backed securities and loans.
- Development and support of analytical tools and infrastructure to help trading desk with daily trading activities, valuation and risk management
- Analyze data and develop surveillance reports to monitor collateral and deal performance
- Help trading desk analyze trading ideas, hedging strategies, and ROE optimization
- Strong academic background in any of relevant field - Statistics, Computer Science, Math, Financial Engineering
- Strong programming background in Object oriented programming language such as C, C++
- Experience with Database, Statistical software such as R, SQL
- Strong communication and teamwork skills
- Knowledge of quantitative sciences in any of the fields such as Math, Statistics, Computer Science, Financial Engineering etc.
- Exposure to fixed income markets and experience of regression models in financial modeling
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., 2017. All rights reservedGoldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.
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