Credit Desk Strategy VP: Quant, Pricing & Risk

Goldman Sachs Bank AG; Northern, New York (KY, NY); Hybrid; USD 150,000 - 300,000; Full time

Benefits offered by this job

Health insurance

On-site health centers

Employee Assistance Program (EAP)

On-site child care centers

Job summary

Goldman Sachs seeks a Credit Desk Strategist at VP level in New York to build pricing, risk and quoting models across IG, HY, munis, distressed credit and related desks. You will collaborate closely with traders and sales to craft strategies amid changing market conditions.

The role requires strong quantitative skills, experience in object-oriented programming, and the ability to deliver robust, timely analytics and model implementations.

Qualifications

• Candidates should demonstrate strong quantitative and analytical skills.
• Proficiency in an object-oriented programming language.
• Excellent written and verbal communication abilities.

Responsibilities

• Build pricing, risk and capital models for bonds and credit derivatives.
• Research, design, backtest and deploy algo trading signals and strategies.
• Collaborate with sales and traders on strategies for dynamic markets and risk conditions.
• Develop large-scale analytics, quoting and real-time risk systems for credit products.
• Create data-driven prediction models for quoting and liquidity.

Skills

Quantitative analysis

Object-oriented programming

Communication skills

Problem solving

Education

MS or PhD in a quantitative field

Job description

Goldman Sachs seeks a Credit Desk Strategist at VP level in New York to build pricing, risk and quoting models across IG, HY, munis, distressed credit and related desks. You will collaborate closely with traders and sales to craft strategies amid changing market conditions.

The role requires strong quantitative skills, experience in object-oriented programming, and the ability to deliver robust, timely analytics and model implementations.