What We Do
Our team is responsible for the analytics, pricing models and risk management of the US interest rate products trading business. We work in active collaboration with the trading desk on model development, quantitative risk management strategies, automated quoting methodologies and pricing trades of varying complexities ranging from vanilla swaps to exotic options, and with colleagues in engineering on developing and enhancing core analytics methodologies and infrastructure, with the shared goal of building a world class rates market making platform.
As a strategist in the Securities Division, you will play an integral role on the trading floor. You will build cutting-edge derivative pricing models and empirical models to provide insight into market behavior, develop quantitative risk management strategies and automated quoting and trading methodologies for the firm and its clients, be involved in analyzing exposures and structuring transactions to meet client needs, and work closely with platform teams designing and developing complex parallel computing architectures, electronic trading tools, and advanced algorithms. Engineering forms a core pillar of the divisional and the firmwide strategy at Goldman Sachs, and you, as a desk strategist, will have a unique position to leverage quantitative expertise and technological innovations to solve complex and challenging problems for the trading desk.
You will primarily focus on the non-linear rates businesses which span interest rate derivatives of varying complexity ranging from vanilla options to callable exotics. Your responsibilities will include building, maintaining and enhancing pricing models, quantitative risk management and quoting methodologies, and tools used by the trading desk for complex risk analyses, with a continued focus on systematizing market making, leveraging proprietary franchise and market data.
WHO WE ARE
At Goldman Sachs, our Engineers don’t just make things – we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets.
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
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Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity