Securities, FICC, FX Quantitative Strategist, Associate
MORE ABOUT THIS JOB
Our core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor.
RESPONSIBILITIES AND QUALIFICATIONS
As a strategist who sits in the Securities Division, you will play an integral role on the trading floor. You may create cutting-edge derivative pricing models and empirical models to provide insight into market behavior, or develop automated trading algorithms for the firm and its clients. You might be involved in analyzing exposures and structuring transactions to meet client needs, or involved in designing and developing complex parallel computing architectures, electronic trading tools, and advanced algorithms. Throughout the Securities Division, strategists are using quantitative and technological techniques to solve complex business problems.
The FX Desk Strat team works closely with FX traders, Sales and tech team to develop front office pricing and risk management systems. The desk trades most common FX products including spot, forwards, options, and exotic derivatives. The team is responsible for developing a wide range of quantitative models including classical derivative pricing models with advanced stochastic models, risk reports for hedging decisions, data analytics related to business activity and backtest hedging strategy performance.
HOW YOU WILL FULFILL YOUR POTENTIAL
You will apply your quantitative skills to develop and enhance the quantitative models for the FX business. You will also help automate the workflow by developing systematic quantitative solutions to drive efficiency in both pricing and risk management.
SKILLS & EXPERIENCE WE'RE LOOKING FOR
- MS or PhD degree major in a quantitative field
- Strong software development skills
- Excellent communication skills
- Familiar with financial mathematics
- Project/Work experience in quantitative finance
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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