Posted in Accounting 30+ days ago.
This job brought to you by Professional Diversity Network, Inc
Type: Full Time
Location: Dallas, Texas
MORE ABOUT THIS JOB
What We Do
The Goldman Sachs Special Situations Group (SSG) is a global multi-asset class investing and lending business. SSG Strategies group focuses on modeling, portfolio valuation, and risk management.
As a strategist 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, strategists are using quantitative and technological techniques to solve complex business problems.
RESPONSIBILITIES AND QUALIFICATIONS
Developing ALM framework
Developing macro risk management strategies
Developing capital allocation framework
Developing portfolio management system and risk reports
Who We Look For
We are looking for an individual to work with the other members of the team in developing pricing models, risk management tools, and hedging strategies for the related businesses.
Mathematical knowledge – calculus, probability, statistics
Academic background in a technical field – Computer Science, Physics or natural sciences, Pure or Applied Mathematics, or Statistics
Ability to design robust and scalable software, Java, C++
Commercial focus, team-oriented, self-motivated
Strong communication skills, ability to convey technical topics to a diverse audience
Quantitative undergraduate or graduate degree
Experience working on a trading desk or similar fast-paced, open environment
Knowledge of interest rate derivatives modeling, FX derivatives modeling, or equity derivatives modeling
Who We Are
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.
ABOUT GOLDMAN SACHS
The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.
© The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.