Global Banking & Markets, FX Option Strat, Associate/Senior Analyst, London

Goldman Sachs Group, Inc.; City Of London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading global investment firm is seeking an Associate/Senior Analyst for its FX Option Strategy team in London. The role involves developing and maintaining pricing models, collaborating with trading teams, and providing innovative solutions for clients. Ideal candidates will hold a degree in a quantitative field and possess strong analytical and programming skills. Experience in quantitative finance and foreign exchange derivatives is preferred. The company offers competitive benefits and a dynamic work environment.

Benefits

Generous vacation policies

Medical advocacy services

Fitness club membership reimbursement

Qualifications

• 1-3 years of experience in quantitative financial modelling role.
• Experience with foreign exchange derivative models preferred.
• Ability to communicate complex ideas effectively.

Responsibilities

• Develop and maintain FX option pricing models.
• Prepare risk reports and stress scenarios.
• Collaborate with trading to optimise business solutions.

Skills

Strong analytical skills

Programming skills

Creative problem-solving

Education

Bachelor's, Master's or Ph.D. in quantitative or engineering field

Job description

Global Banking & Markets, FX Option Strat, Associate/Senior Analyst, London

Job Description

Global Banking & Markets, FX Option Strat, Associate/Senior Analyst, London

GLOBAL BANKING & MARKETS

Our core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast‑paced, changing environments and are energized by a bustling trading floor.

DIVISIONAL OVERVIEW

As a Global Banking & Markets Strat, you will play an integral role on the trading floor. You may create cutting‑edge derivative pricing models and empirical models that provide insight into market behavior, or develop automated trading algorithms for the firm and its clients. You might be involved in analyzing exposures and structuring transactions to meet client needs, or in designing and developing complex parallel computing architectures, electronic trading tools, and advanced algorithms. Throughout Global Banking & Markets, Strats are using quantitative and technological techniques to solve complex business problems.

RESPONSBILIITES:

• Develop, improve and maintain new and existing FX option pricing models, from volatility surfaces to multi‑factor exotic models.
• Develop, improve and maintain risk reports, stress scenarios and analyse risk of the firm’s option books.
• Collaborate with trading and sales to provide innovative solutions for clients and optimise ongoing business.
• Expand our foreign exchange options franchise by working on new business initiatives with global impact.

QUALIFICATIONS:

• Excellent academic record with Bachelor, Masters or Ph.D. in a quantitative or engineering field, e.g. mathematics, quantitative finance, physics, computational finance, computer science, engineering
• Strong analytical and programming skills
• 1-3 year of experience in a quantitative financial modelling role. Experience of foreign exchange derivative models preferred
• Creative problem‑solving skills, and the ability to communicate complex ideas to a variety of audiences including trading and sales (in writing and verbally)
• Ability to work independently but also thrive as part of a global team in a fast‑paced dynamic environment

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.

Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity

Job Info

• Posting Date 11/03/2025, 04:50 PM
• Location London, Greater London, England, United Kingdom

Healthcare & Medical Services

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

We offer competitive vacation policies based on employee level and office location. We promote time off from work to recharge by providing generous vacation entitlements and a minimum of three weeks expected vacation usage each year.

Financial Wellness & Retirement

We assist employees in saving and planning for retirement, offer financial support for higher education, and provide a number of benefits to help employees prepare for the unexpected. We offer live financial education and content on a variety of topics to address the spectrum of employees’ priorities.

Health

We offer a medical advocacy service for employees and family members facing critical health situations, and counseling and referral services through the Employee Assistance Program (EAP). We provide Global Medical, Security and Travel Assistance and a Workplace Ergonomics Program. We also offer state‑of‑the‑art on‑site health centers in certain offices.

Fitness

To encourage employees to live a healthy and active lifestyle, some of our offices feature on‑site fitness centers. For eligible employees we typically reimburse fees paid for a fitness club membership or activity (up to a pre‑approved amount).

We offer on‑site child care centers that provide full‑time and emergency back‑up care, as well as mother and baby rooms and homework rooms. In every office, we provide advice and counseling services, expectant parent resources and transitional programs for parents returning from parental leave. Adoption, surrogacy, egg donation and egg retrieval stipends are also available.

Benefits at Goldman Sachs

Read more about the full suite of class‑leading benefits our firm has to offer.

Learn More