Commodities Strats VP/Associate - Pricing & Analytics

Goldman Sachs; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

Goldman Sachs Commodities Strats on the trading floor apply quantitative methods to price, hedge and optimize across gas, power, oil products and metals. You will build fast analytics and tools to support real-time decisions for internal clients and external customers.

You will combine advanced mathematics, programming in Python or C++, and clear communication to explain complex ideas to trading desks, risk, and compliance teams across the business.

Qualifications

• Experience in commodity markets.
• Knowledge of option pricing models.
• Proficiency in Python or C++ (OO programming).
• Excellent written and verbal communication.
• Strong academic record in Physics/Math/Engineering/CS.

Responsibilities

• Develop and maintain pricing models across gas, power, oil products, metals.
• Collaborate with Sales, Trading and Structuring to develop risk-management solutions.
• Contribute to physical commodity and commodity-backed structured finance transactions.
• Be involved with the software development lifecycle and collaborate with engineering for real-time risk, P&L, data and automated quoting.
• Coordinate with teams to expand into new products and jurisdictions.

Skills

Commodity markets

Option pricing models

Object-oriented programming

Communication skills

Quantitative field

Education

Quantitative field degree

Tools

Python

C++

Job description

Goldman Sachs Commodities Strats on the trading floor apply quantitative methods to price, hedge and optimize across gas, power, oil products and metals. You will build fast analytics and tools to support real-time decisions for internal clients and external customers.

You will combine advanced mathematics, programming in Python or C++, and clear communication to explain complex ideas to trading desks, risk, and compliance teams across the business.