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Quantitative Strategist, Global Banking & Markets, Equities Structured Products

GOLDMAN SACHS & CO. LLC

NEW YORK, NYJob$150–225K/yrSeen 6 days agoSeen in employer's feed 6 days ago

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At a glance

Compensation
$150–225K/yr
Location
NEW YORK, NY
Work Authorization
Not specified

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Job overview

The Quantitative Strategist will join Goldman Sachs’ Equity Structured Products team, applying quantitative methods to derivatives pricing, market making, and risk management. The role develops pricing models, expands pricing capabilities to new underliers and payoffs, automates risk management, and backtests hedging strategies. The strategist works closely with traders and salespeople to address financial and technical challenges and support accurate daily risk management.

Skills & qualifications

RequiredNice to have

Skills

Structured Product ModellingObject-Oriented ProgrammingC++JavaPythonWritten CommunicationVerbal Communication

Qualifications

Relevant Quantitative Field2+ Years Finance or Technology Experience

Full job description

YOUR IMPACTYou'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 IMPACTQuantitative 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 utilising 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.HOW YOU WILL FULFILL YOUR POTENTIALRole 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.SKILLS AND EXPERIENCE WE'RE LOOKING FORBasic 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.Salary Range 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.ABOUT GOLDMAN SACHSAt 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.htmlThe Goldman Sachs Group, Inc., 2026. All rights reserved.The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Fem Ale/Minority/Disability/Vet.

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