Commodities Strats VP/Associate – Quant Engineer, London

Goldman Sachs

City Of London

On-site

GBP 150,000 - 230,000

Full time

2 days ago

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Job summary

Goldman Sachs' Global Banking & Markets Commodities Strats team in London seeks an Associate/Vice President to develop and maintain pricing models for gas, power, oil products and metals, collaborating with traders, sales and structuring to deliver innovative risk management solutions.

You will influence pricing decisions, build robust analytical tools, and contribute across the software development lifecycle on real-time risk, P&L attribution, and market data systems in a fast-paced trading

Qualifications

Experience in commodity markets.
Sound understanding of option pricing models.
Experience in object-oriented programming with Python or C++.
Excellent written and verbal communication skills.
Excellent academic record in a quantitative field (Physics, Mathematics, Engineering or CS).

Responsibilities

Develop and maintain derivatives pricing models across Gas & Power, Oil Products and Metals.
Collaborate with Sales, Trading and Structuring to develop risk-management solutions and price bespoke client deals.
Contribute to physical commodity and commodity-backed structured finance transactions.
Involve all stages of the software development lifecycle and work with engineering on real-time systems for risk, P&L attribution and market data.
Coordinate with teams to expand the business into new products and jurisdictions.