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

Goldman Sachs Bank AG; City Of London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A leading global investment banking firm in London is seeking a Global Banking & Markets Strat. You will develop FX option pricing models, analyze risks, and collaborate with teams to deliver client solutions. Ideal candidates have a strong academic background in quantitative fields and experience in financial modeling. Join a dynamic team on a bustling trading floor.

Benefits

Healthcare & Medical Insurance

Generous paid time off

Support for savings and retirement planning

On-site fitness centers

On-site child care

Qualifications

• Excellent academic record in mathematics, finance, physics, computer science, or engineering.
• 1-3 years of experience in quantitative financial modeling, especially with foreign exchange derivatives.
• Effective communication of complex concepts to teams.

Responsibilities

• Develop and maintain FX option pricing models.
• Analyze risk of firm's option books and generate risk reports.
• Collaborate with teams for innovative client solutions.

Skills

Analytical skills

Programming skills

Quantitative modeling

Problem-solving skills

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

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. Responsibilities may include creating cutting-edge derivative pricing models, developing automated trading algorithms, analyzing exposures, structuring transactions, and designing complex computing architectures and trading tools. Strats use quantitative and technological techniques to solve complex business problems across the division.

Responsibilities

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

Qualifications

• Excellent academic record with a Bachelor\'s, Master\'s, or Ph.D. in a quantitative or engineering field (e.g., mathematics, finance, physics, computer science, engineering).
• Strong analytical and programming skills.
• 1-3 years of experience in quantitative financial modeling; experience with foreign exchange derivatives preferred.
• Creative problem-solving skills and the ability to communicate complex ideas effectively to trading and sales teams, both written and verbally.
• Ability to work independently and as part of a global team in a 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. We foster diversity and inclusion, providing numerous opportunities for professional and personal growth, including training, benefits, wellness, and mindfulness programs. Learn more at

Goldman Sachs is an equal employment/affirmative action employer, welcoming applications from females, minorities, individuals with disabilities, veterans, and those of diverse sexual orientations and gender identities.

Benefits

• Healthcare & Medical Insurance: Medical, dental, disability, life, and travel insurance.
• Vacation Policies: Generous paid time off, with at least three weeks annually.
• Financial Wellness & Retirement: Support for savings, retirement planning, and higher education.
• Health Services: Medical advocacy, counseling, travel assistance, and on-site health centers.
• Fitness: On-site fitness centers and reimbursement for fitness memberships.
• Child & Family Care: On-site child care, parental resources, and family support stipends.

For more details, see the full suite of benefits offered by Goldman Sachs.