Quantitative Strats: Structured Credit Pricing, London

Goldman Sachs; Greater London; On-site; GBP 100,000 - 160,000; Full time

Job summary

Goldman Sachs Bank AG in London is seeking a Structured Credit Strats professional to model and price structured transactions within the SFD business. You will develop pricing tools and risk analyses across TRS, repos, and other derivatives in a multi-asset environment.

The role emphasizes quantitative modeling, data integration, and collaboration with global clients, offering exposure to high-profile deals and a fast-paced financial environment in London.

Qualifications

• Excellent academic record in a relevant quantitative field such as Mathematics, Physics, Engineering or Computer Science.
• Strong math and quantitative skills.
• Experience in object-oriented programming with a language such as C++, Java or Python.
• Knowledge of Stochastic calculus and derivatives pricing, or Machine Learning background
• Knowledge of credit market and products, interest rates, FX, or risk management is preferred.

Responsibilities

• Improve existing pricing models and create new ones for structured products.
• Understand transaction risks and analyse drivers of profits and losses.
• Provide analysis for new transactions.
• Improve existing and create new models for the pricing and analysis of derivatives
• Identify, curate, and integrate new structured and unstructured datasets into models.
• Build end to end solutions from data collection to automated actions.

Skills

Quantitative skills

Coding skills

OOP programming

Education

Quantitative degree

Tools

C++

Java

Python

Job description

Goldman Sachs Bank AG in London is seeking a Structured Credit Strats professional to model and price structured transactions within the SFD business. You will develop pricing tools and risk analyses across TRS, repos, and other derivatives in a multi-asset environment.

The role emphasizes quantitative modeling, data integration, and collaboration with global clients, offering exposure to high-profile deals and a fast-paced financial environment in London.