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Structured Products Strats, Quantitative Software Engineer, Analyst/Associate

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POST DATE 8/24/2016
END DATE 11/23/2016

Goldman Sachs Group, Inc. New York, NY

New York, NY
AJE Ref #
Job Classification
Full Time
Job Type
Company Ref #
Entry Level (0 - 2 years)


Our core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor.

As a strat who sits in the Securities Division, you will play an integral role on the trading floor. You may create cutting-edge derivative pricing models and empirical models to provide insight into market behavior, or develop automated trading algorithms for the firm and its clients. You might be involved in analyzing exposures and structuring transactions to meet client needs, or involved in designing and developing complex parallel computing architectures, electronic trading tools, and advanced algorithms. Throughout the Securities Division, strats are using quantitative and technological techniques to solve complex business problems.

The Equities Structured Products desk trades a wide range of OTC and Notes products, making markets in hybrid payoffs, callables, barriers, multi asset options, systematic trading strategies, Notes linked to single or multiple equities, and Notes linked to multiple asset classes. Strats work alongside trading and sales in developing new products and finding tailored solutions to client needs. In particular, Strats are responsible for developing and implementing models to price and risk manage derivatives, and implementing workflow tools and analytics to improve the desk efficiency and gain market share.

?Implementing and improving pricing and models used for traded products
?Implementing and improving risk management of existing and new derivatives products
?Providing and supporting the risk management tools for those products
?Supporting and maintaining the trading system
?Identify opportunities to improve trading efficiency through automation and analysis
?Optimizing the existing code base for speed and efficiency?Strong academic background in a relevant field - Computer Science, Engineering, Physics, Mathematics, Finance
?Strong programming background in a structured language (C, C++, Java, etc.)
?Ability to work in a fast moving environment?Basic knowledge of Financial Mathematics
?Good programming experience

Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. The Goldman Sachs Group, Inc., 2015. All rights reserved.*****