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Engineering – Divisional Strats – Global Liquidity Product Strats – Analyst/Associate at Goldman Sachs

Posted in Accounting 30+ days ago.

This job brought to you by Professional Diversity Network, Inc

Type: Full Time
Location: New York, New York

Job Description:

What We Do
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.
Your Impact
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.
A successful candidate will:
Build new pricing models and extend existing ones for funding products such as Repurchase agreements
Provide marking/quoting tools along with timely risk reporting to the desk
Develop novel analytics to provide greater transparency on the attribution of the firms usage of funding along with the composition of the liabilities raised by the firm.
Communicate with various teams (Traders, Strats, Controllers, Treasury) to put new systems and processes into practice.
Who We Look For
For this position, we are looking for an Analyst or Associate in the Global Liquidity Products team within the Divisional Strats Group. The Global Liquidity Products team combines the division-wide focus of Divisional Strats with an active trading desk focusing on funding products
Basic Qualifications:
Academic background in a relevant STEM field (Computer Science, Engineering, Physics or Mathematics)
Ability to focus both on details and on the big picture, as requested
Meaningful experience in programming skills (OOP, SQL)
Ability to work with sizable datasets
Interpersonal/communication skills
Good team player, willing to learn
Preferred Qualifications:
Minimum of 2 years of programming experience, preferably in finance
Interest in financial market and risk management
Derivatives product knowledge
Experienced in Financial Mathematics
Knowledge of Counterparty and Funding Adjustments (CVA, FVA, …)
Financial Econometrics
Machine Learning and Artificial Intelligence techniques
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.
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.