VP Credit Desk Strategist - Quantitative Trading

The Goldman Sachs Group; New York (NY); On-site; USD 150,000 - 300,000; Full time

Job summary

Goldman Sachs in New York seeks a Credit Desk Strategist at Vice President level to build pricing, risk and quoting models for various credit products and to develop large‑scale analytics and real‑time risk systems. You will work with trading, sales and other desks to optimize capital deployment and liquidity.

The ideal candidate has advanced degree in a quantitative field and strong coding experience, with the ability to deliver accurate results quickly in a dynamic environment.

Qualifications

• MS or PhD in a quantitative field (Applied Mathematics, Physics, Engineering, Computer Science).
• Meaningful experience coding in an object oriented programming language.
• Excellent written and verbal communication skills.

Responsibilities

• Building pricing, risk and capital models for bonds and credit derivatives.
• Research, design, backtest and deploy algo trading signals and strategies.
• Work with sales and traders on strategies to navigate market and risk conditions and contribute to structured credit transactions.
• Developing large scale analytics, quoting and real-time risk systems for credit products.
• Building data-driven prediction models for quoting and liquidity for various credit products.

Skills

Programming experience in an objected‑

Quantitative problem solving

Excellent communication skills

Education

MS/PhD in quantitative field

Job description

Goldman Sachs in New York seeks a Credit Desk Strategist at Vice President level to build pricing, risk and quoting models for various credit products and to develop large‑scale analytics and real‑time risk systems. You will work with trading, sales and other desks to optimize capital deployment and liquidity.

The ideal candidate has advanced degree in a quantitative field and strong coding experience, with the ability to deliver accurate results quickly in a dynamic environment.