Global Banking & Markets, Credit SMM Strat, VP, London London United Kingdom Vice President

Goldman Sachs, Inc.; City of Westminster; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading global investment firm is seeking a Desk Strat for their credit desk. You will develop analytics and models for pricing and risk management in a dynamic environment. Ideal candidates possess strong quantitative skills, a relevant advanced degree, and programming experience. This role requires excellent communication skills and the ability to deliver results promptly.

Qualifications

• Strong quantitative and technical problem-solving skills.
• Drive to learn new ideas and good judgment for robust solutions.
• Excellent written and verbal communication skills.
• Ability to work in a fast-paced environment.

Responsibilities

• Develop pricing, risk, and capital models for bonds and credit derivatives.
• Collaborate with traders to support structured credit transactions.
• Create real-time risk systems for credit products.
• Build data-driven prediction models for liquidity.

Skills

Quantitative problem-solving

Technical problem-solving

Communication skills

Education

Bachelor's/MS or PhD in Applied Mathematics, Physics, Engineering, or Computer Science

Tools

Object-oriented programming languages

Job description

Overview

As a Desk Strat on the credit desk, you will work directly with the firm's Investment Grade, High Yield, Distressed Credit, Macro Credit, Financing, and Systematic Market Making trading desks. You will develop cutting-edge pricing, risk, and quoting models, large-scale real-time risk systems, generate analytics and prediction models for capital and liquidity, and devise strategies to optimize risk management and client service. Our Impact Quantitative strategists play a vital role at the forefront of our business, solving real-world problems using various analytical methods. Collaborating closely with traders and sales teams, their quantitative insights drive our business decisions on complex financial and technical challenges.

• Develop pricing, risk, and capital models for bonds and credit derivatives.
• Collaborate with sales and traders on strategies to navigate changing market and risk conditions and support structured credit transactions.
• Create large-scale analytics, quoting, and real-time risk systems for credit products.
• Build data-driven prediction models for quoting and liquidity across various credit products.

Qualifications

• Ideal candidates will have strong quantitative and technical problem-solving skills, a drive to learn new ideas, and good judgment to deliver quick yet robust solutions.
• Bachelor's/MS or PhD in a quantitative field such as Applied Mathematics, Physics, Engineering, or Computer Science.
• Significant experience coding in an object-oriented programming language.
• Excellent written and verbal communication skills.
• Ability to work effectively in a dynamic, fast-paced environment and deliver accurate results promptly.
• Problem-solving skills with the ability to explain underlying principles.