Quantitative Engineer - Eqs Custom Basket Strats

Location(s) US-NY-New York
Job ID
2021-73994
Schedule Type
Full Time
Level
Vice President
Function(s)
Quantitative Engineer
Region
Americas
Division
Engineering
Business Unit
Equity Derivatives Product Strats
Employment Type
Employee

MORE ABOUT THIS JOB

ENGINEERING

 

What We Do

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.

 

Engineering, which is comprised of our Technology Division and global strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions.  Want to push the limit of digital possibilities?  Start here.

 

Who We Look For

Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.

RESPONSIBILITIES AND QUALIFICATIONS

Job Summary

 

The Synthetic Products Group desk writes swaps on Equities, some of which reference custom baskets. The Custom Baskets strat team is responsible for tools to create and manage these baskets.  The role involves:

 

  • Driving innovation through product and platform development
  • Helping to facilitate bespoke custom basket trades for clients in a scalable infrastructure
  • Developing infrastructure and tools to administer basket rebalances for external clients and internal trading teams
  • Automation of corporate action adjustments and improvement of work-flow
  • Providing metrics for basket trades, to drive sales and trading decisions and to grow the business
  • Both independent and collaborative work, involving several sales/strat/trading teams globally

Basic Qualifications

 

We are interested in applicants who possess skills in several of the following areas:

  •  Academic background in a quantitative or technical discipline
  • Technical skills, experience in object oriented design, comfortable working in different programming languages (e.g. Java, Python) and knowledge of developing scalable solutions
  • Understanding of basic financial mathematics
  • Teamwork: Ability to build on partnerships with colleagues across global Equities teams involved in developing and trading custom basket products, including Trading/Structuring/Sales/Tech/Ops teams
  • Communication and commercial impact: Excellent written and verbal communication skills. Comfortable managing multiple stakeholders, demonstrating initiative and showing commercial impact. Candidate should be driven, demonstrate initiative, be technical and commercial-minded

ABOUT GOLDMAN SACHS

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., 2021. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity