Securities, Ficcs, SSG Strats, Analyst-VP

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 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. Between these teams, Core Strats design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms.

The Goldman Sachs Special Situations Group (SSG) is a global multi-asset class investing and lending business. SSG Strategies group focuses on modeling, portfolio valuation, and risk management. We are looking for an individual to work with the other members of the team in developing pricing models, risk management tools, and hedging strategies for the related businesses.

Job Summary & Responsibilities:

  • Developing ALM framework
  • Developing macro risk management strategies
  • Developing capital allocation framework
  • Developing portfolio management system and risk reports

Basic Qualifications• Strong academic background in a relevant field – Computer Science, Applied Mathematics, Physics, Engineering

  • Strong programming background in a structured language (C++, Slang, etc)
  • Strong quantitative and mathematical skills

Preferred Qualifications• Excellent writing and verbal communication skills

  • Commercial focus, team oriented, self motivated

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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