Quantitative Equities SPG Strat – Associate/VP (HK)

Candidate Experience Site - Lateral; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

Goldman Sachs in Hong Kong seeks an Associate/VP for the SPG Strats team to develop and maintain derivatives pricing models (Equity Swaps, Futures, OTC equity derivatives) and to expand automated risk management capabilities.

You will work closely with traders and sales, collaborating with the trading desk to ensure daily accurate risk reporting and applying quantitative techniques to enhance pricing and hedging across equity, FX and other underliers.

Qualifications

• Strong academic background in STEM (CS/Engineering/Physics/Math).
• Strong programming skills in Java, C++, Python.
• Ability to focus on both detail and the big picture.
• Ability to work in a dynamic, fast-paced environment and deliver quickly.

Responsibilities

• Develop and maintain derivatives pricing models for SPG, such as Equity Swaps, Futures, OTC equity derivatives etc.
• Scale the business by increasing automated risk management for exposures to Equity, FX etc.
• Expand the scope of pricing capabilities to new underliers/payoffs and solve challenges.
• Enhance risk management by backtesting hedging strategies for One Delta products.
• Collaborate closely with the trading team to ensure daily accurate risk management.

Skills

Java

C++

Python

Education

STEM degree

Job description

Goldman Sachs in Hong Kong seeks an Associate/VP for the SPG Strats team to develop and maintain derivatives pricing models (Equity Swaps, Futures, OTC equity derivatives) and to expand automated risk management capabilities.

You will work closely with traders and sales, collaborating with the trading desk to ensure daily accurate risk reporting and applying quantitative techniques to enhance pricing and hedging across equity, FX and other underliers.