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Quantitative Engineer - Equity Structured Product Strat - Global Banking & Markets - New York

Goldman Sachs
New York, New York, United States
$150K-$300K a year
Full-time

YOUR IMPACT

You’ll be part of a diverse and talented team, applying your advanced scientific training to tackle new and exciting problems within our Equity Structured Product business.

OUR IMPACT

Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods.

Working in close collaboration with traders and salespeople, our invaluable quantitative perspectives on complex financial and technical challenges power the business decisions.

Within Equity Structured Product, our team is responsible for utilizing modern and sophisticated quantitative techniques to enhance and further develop our derivatives market making capabilities.

This includes traditional derivatives pricing and modelling, as well as automation of our quoting, hedging and risk management activities.

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.

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 / careers.

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process.

30+ days ago
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