Quantitative Structured Credit Strats - Pricing & Risk

Goldman Sachs; Greater London; On-site; GBP 90,000 - 150,000; Full time

Benefits offered by this job

Healthcare & Medical Insurance

Financial Wellness & Retirement

Health Services

Fitness

Child Care & Family Care

Job summary

Goldman Sachs in London seeks a Structured Credit Strats specialist within the Global Markets Division to model and price structured transactions and build risk management tools. Focus on SFD: TRS, repos, and other derivatives across bonds, loans, ABS, private credit, and equities.

Work on end-to-end data-driven models, improve pricing, analyze transaction risks, and collaborate with traders and quants in a fast-paced multi-asset environment.

Qualifications

• Excellent academic record in a quantitative field (Math/Physics/Engineering/CS).
• Strong math and quantitative skills.
• Experience in object‑oriented programming (C++, Java or Python).
• Knowledge of stochastic calculus and derivatives pricing, or ML background.
• Knowledge of credit markets 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 analyze drivers of profits and losses.
• Provide analysis for new transactions.
• Improve existing and create new models for 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

Commercial mindset

Object-oriented programming

C++/Java/Python

Stochastic calculus

Derivatives pricing

Credit markets knowledge

Communication skills

Team collaboration

Education

Bachelor's degree in quantitative field

Job description

Goldman Sachs in London seeks a Structured Credit Strats specialist within the Global Markets Division to model and price structured transactions and build risk management tools. Focus on SFD: TRS, repos, and other derivatives across bonds, loans, ABS, private credit, and equities.

Work on end-to-end data-driven models, improve pricing, analyze transaction risks, and collaborate with traders and quants in a fast-paced multi-asset environment.