Securities: FICC, Commodities Strats, Analyst/Associate
Goldman Sachs’ Strats business unit is a world leader in developing quantitative and technological techniques to solve complex business problems. Working within the firm’s trading, sales, banking and investment management divisions, strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities.
Securities Strats play important roles in several areas:
• Creating cutting-edge derivative pricing models and developing empirical models to provide insight into market behaviour.
• Researching and developing indices using systematic trading strategies to help clients access specific market factors and exposures customized for their needs.
• Developing automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading
• Working directly with the firm’s sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs.
Between these teams, Core Strats design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms specific needs.
A vacancy has arisen for an Analyst/Associate to join the Commodity Index Strats team. This person will hold a key front-office role responsible for developing, maintaining and documenting systematic strategies and indices for investors in the commodity space. In particular, the role will cover the full spectrum of index development and support, including implementation in the front-office modelling system, backtesting, integration into front-office pricing and risk models, index methodology documentation, ongoing support for production indices and risk systems, and working with the relevant sales and trading teams on marketing and risk management.
Experience required
• Candidate should be driven, be able to demonstrate initiative, technical and commercial-minded
• Masters or PhD in a mathematical/quantitative subject
• Strong coding and software design skills essential
• Standard finance knowledge essential (e.g. rudiments of Black Scholes pricing)
Experience in any of the following desirable but not essential:
• Commodities
• Systematic strategies, backtesting, analysis, pitchbooks etc.
• Developing and supporting risk systems
• Legal docs (index description, termsheet etc.)
Goldman Sachs is an equal opportunities employer and is committed to the principle of diversity. Goldman Sachs conducts background checks on individuals offered employment with the firm and employment with Goldman Sachs is conditional upon individuals successfully completing those checks. As part of the background check process, Goldman Sachs may need to obtain a record of disclosable criminal convictions form a government agency such as the Criminal Records Bureau. The firm has adopted policies on the recruitment of ex-offenders and on the retention, storage and disposal of criminal information which are available on request.
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