Vice President - Quantitative Engineering

Goldman Sachs Services Pvt Ltd; Bengaluru; On-site; INR 4,000,000 - 9,000,000; Full time

Job summary

Goldman Sachs Bengaluru seeks a Vice President in Quantitative Engineering to develop and maintain analytical tools for SPG Custom Basket products, pricing, hedging and risk management.

You will collaborate with traders, quants and engineers across the globe, applying advanced mathematical methods and robust software practices to scale the business and automate risk controls.

Qualifications

• Strong academic background in a relevant field engineering, computer science, or mathematics.
• Strong programming skills in a modern programming language (e.g. Python, Java) and familiarity with object-oriented design principles.
• Ability to work as a member of a global team and deliver results quickly.
• Strong interpersonal/communication skills.
• Ability and willingness to pick up new business and/or technical knowledge.
• Ability to work in a dynamic both on details and fast- paced environment and deliver accurate results quickly.
• Ability to solve problems and to explain underlying ideas.

Responsibilities

• Develop and maintain analytical tools for SPG Custom baskets business
• Development of software infrastructure for pricing, quoting and hedging of Equity Custom Basket products
• Identify opportunity to improve sales and trading efficiency through automation and tooling
• Scale the business by increasing automated risk management for exposures to Equity, FX etc
• Collaborate closely with the trading team to ensure daily accurate risk management
• Form strong partnerships with trading, sales, quants, operations and engineering teams

Skills

Python

Java

Object-oriented design

Teamwork

Analytical/problem solving

Education

Engineering / Computer Science / Mathematics

Job description

GBM - Eqs Custom Basket Strats - Bengaluru - Vice President - Quantitative Engineering

What We Do

At Goldman Sachs, we connect people, capital and ideas to help solve problems for our clients. We are a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Trading desk strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, our help solve complex financial and technical challenges that power the businesses. Within SPG, our team is responsible for utilizing modern and sophisticated technical and quantitative techniques to enhance and further develop custom basket offering. This includes applying quantitative analysis for creation of custom baskets along with automation of our quoting, hedging and risk management activities.

Your Impact

You’ll be part of a diverse and talented team, applying your advanced scientific training to tackle new and exciting problems within our Synthetic trading business.

Role Responsibilities

• Develop and maintain analytical tools for SPG Custom baskets business
• Development of software infrastructure for pricing, quoting and hedging of Equity Custom Basket products
• Identify opportunity to improve sales and trading efficiency through automation and tooling
• Scale the business by increasing automated risk management for exposures to Equity, FX etc
• Collaborate closely with the trading team to ensure daily accurate risk management
• Form strong partnerships with trading, sales, quants, operations and engineering teams

Who We Look For

An ideal candidate would have strong quantitative and technical problem solving skills, drive to investigate and learn new ideas, and good judgement to deliver quick yet robust solutions.

Skills & Experience

• Strong academic background in a relevant field engineering, computer science, or mathematics
• Strong programming skills in a modern programming language (e.g. Python, Java) and familiarity with object-oriented design principles
• Ability to work as a member of a global team and deliver results quickly
• Strong interpersonal/communication skills
• Ability and willingness to pick up new business and/or technical knowledge
• Ability to work in a dynamic both on details and fast- paced environment and deliver accurate results quickly
• Ability to solve problems and to explain underlying ideas

ABOUT GOLDMAN SACHS

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers. We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html

© The Goldman Sachs Group, Inc., 2023. All rights reserved. Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.

Experience Level Executive Level