Quantitative Strategy Associate, Equities Synthetics

Goldman Sachs; Hong Kong; On-site; HKD 600,000 - 900,000; Full time

Job summary

Goldman Sachs in Hong Kong is looking for talented quantitative strategists to enhance derivatives pricing and risk management in their Synthetic trading business. The role demands strong quantitative and programming skills and involves developing models for Equity Swaps, Futures, and other OTC equity derivatives.

Candidates should be driven, detail-oriented, and capable of working in a fast-paced environment, contributing to the team with innovative solutions and strong analytical skills. A background in a relevant STEM field is required.

Qualifications

• Strong quantitative and programming skills are essential.
• Ability to work in a fast-paced environment.
• Good judgement for delivering robust solutions.

Responsibilities

• Develop and maintain derivatives pricing models.
• Increase automated risk management for various exposures.
• Backtest hedging strategies for One Delta products.
• Collaborate with trading team for accurate risk management.

Skills

Quantitative problem solving

Java

C++

Python

Interpersonal communication

Education

Strong academic background in relevant STEM field

Job description

Goldman Sachs in Hong Kong is looking for talented quantitative strategists to enhance derivatives pricing and risk management in their Synthetic trading business. The role demands strong quantitative and programming skills and involves developing models for Equity Swaps, Futures, and other OTC equity derivatives.

Candidates should be driven, detail-oriented, and capable of working in a fast-paced environment, contributing to the team with innovative solutions and strong analytical skills. A background in a relevant STEM field is required.