Quantitative Strategist, Global Banking & Markets, Equities Structured Products

Role Responsibilities

• Develop and maintain derivatives pricing models for equity structured products, such as structured equity linked notes, OTC equity derivatives etc.
• Scale the business by increasing automated risk management for exposures to Equity, FX etc.
• Expand the scope of our pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges along the way.
• Enhance risk management by backtesting hedging strategies for equity structured products.
• Collaborate closely with the trading team to ensure daily accurate risk management.

Basic Qualifications

• Experience in structured product modelling.
• Excellent academic record in a relevant quantitative field such as Mathematics, Engineering or Computer Science.
• Experience in object-oriented programming with a language such as C++, Java or Python.
• At least two years of experience in finance or a cutting edge technology company.
• Excellent written and verbal communication skills.

Pay

The expected base salary for this New York, New York, United States-based position is $150,000-$225,000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.

Benefits

Goldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here.