Job DescriptionYOUR IMPACTYou’ll be part of a diverse and talented team, applying your advanced scientific training to solve new and exciting problems for the Flow Rates business.
OUR IMPACTQuantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, their invaluable quantitative perspectives on complex financial and technical challenges power our business decisions.
Within the Flow Rates business, our team is responsible for utilising modern and sophisticated quantitative techniques to enhance and further develop our derivatives market making capabilities. This includes traditional derivatives pricing and modelling, as well as automation of our quoting, hedging and risk management activities.
HOW YOU WILL FULFILL YOUR POTENTIAL- Develop and maintain derivatives pricing models across multiple products used on the desks, with a strong focus on developing, understanding and evolving cutting edge curves modelling the ever changing market conditions.
- Building algorithms and models for automated pricing and quoting of derivatives.
- Expand the scope of our automated pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges along the way.
- Be involved with all stages of the software development life cycle with a range of technologies, and collaborate closely with engineering teams who support the underlying infrastructure and frameworks.
SKILLS & EXPERIENCE WE’RE LOOKING FORBasic Qualifications- Excellent academic record in a relevant quantitative field such as Finance, Mathematics, Computer Science, Physics or Engineering.
- Experience in object-oriented programming with a language such as Python, C++, Java or Scala.
- Straight out of university or up to 4 years of experience in finance or a cutting-edge technology company.
- Excellent written and verbal communication skills.
ABOUT GOLDMAN SACHSAt Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.
We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.
We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html
The Goldman Sachs Group, Inc., 2021. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity
ABOUT GOLDMAN SACHS
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.
We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.
We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html
The Goldman Sachs Group, Inc., 2023. All rights reserved.
Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.