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

WeAreTechWomen; London; On-site; GBP 50,000 - 80,000; Full time

Job summary

A leading company in Global Banking & Markets seeks an Associate/Senior Analyst in London to enhance FX option pricing models and improve risk reporting. The role requires a strong quantitative background, programming skills, and the ability to thrive in a dynamic environment while collaborating with trading teams.

Benefits

Diversity and inclusion training programs

Professional development opportunities

Wellness and personal finance offerings

Qualifications

• Strong analytical and programming skills required.
• 1-3 years of experience in quantitative financial modeling preferred.
• Ability to communicate complex ideas effectively.

Responsibilities

• Develop and maintain FX option pricing models.
• Analyze and structure transactions to meet client needs.
• Collaborate with trading and sales for innovative solutions.

Skills

Analytical skills

Programming skills

Problem-solving skills

Education

Bachelor, Masters or Ph.D. in a quantitative or engineering field

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, including corporations, financial service providers, and fund managers. We assist them in buying and selling financial products globally, raising funding, and managing risk. This is a dynamic, entrepreneurial team passionate about markets, thriving in fast-paced, changing environments, and energized by a bustling trading floor.

DIVISIONAL OVERVIEW

As a Global Banking & Markets Strat, you will play an integral role on the trading floor. Your responsibilities may include creating innovative derivative pricing models and empirical models to analyze market behavior, developing automated trading algorithms, analyzing exposures, structuring transactions to meet client needs, or designing complex computing architectures, electronic trading tools, and advanced algorithms. Strats leverage quantitative and technological techniques to solve complex business problems across Global Banking & Markets.

RESPONSIBILITIES:

• Develop, improve, and maintain FX option pricing models, including volatility surfaces and multi-factor exotic models.
• Develop, improve, and maintain risk reports, stress scenarios, and analyze risk of the firm’s option portfolios.
• Collaborate with trading and sales teams to provide innovative solutions and optimize business opportunities.
• Expand our foreign exchange options franchise through new business initiatives with a global impact.

QUALIFICATIONS:

• Excellent academic background with a Bachelor’s, Master’s, or Ph.D. in a quantitative or engineering field (e.g., mathematics, finance, physics, computational finance, computer science, engineering).
• Strong analytical and programming skills.
• 1-3 years of experience in a quantitative financial modeling role, preferably with foreign exchange derivatives.
• Creative problem-solving abilities and effective communication skills, both written and verbal, for engaging with trading and sales teams.
• Ability to work independently and collaboratively within a global, fast-paced environment.

ABOUT GOLDMAN SACHS

Goldman Sachs is committed to helping clients, shareholders, and communities grow through our people, capital, and ideas. Founded in 1869 and headquartered in New York, we operate worldwide as a leading investment banking, securities, and investment management firm.

We value diversity and inclusion, offering numerous opportunities for professional and personal growth, including training, development programs, and wellness benefits. Learn more about our culture and opportunities at GS.com/careers.

We are dedicated to providing reasonable accommodations for candidates with disabilities during our recruitment process. More information is available at https://www.goldmansachs.com/careers/footer/disability-statement.html.

The Goldman Sachs Group, Inc., 2024. All rights reserved.

Goldman Sachs is an equal employment/affirmative action employer committed to diversity and inclusion, welcoming applications from female, minority, disability, veteran, sexual orientation, and gender identity candidates.