The Equity Exotic Desk Strat team works on cutting-edge derivative pricing models. We deliver fast, robust and scalable pricing and risk engines for the Equity Derivative business.
You will be involved in multi-asset modelling and pricing with a focus on equity exotics payoffs. You will have a strong interest in financial markets and use this knowledge, together with the insight you gain from owning the production environment to recommend and implement new best in class model and derivatives.
HOW YOU WILL FULFILL YOUR POTENTIAL - Develop new model and revisit current one to stay on top of new market dynamics.
- Develop new payoffs so that GS stays a leading player in equity derivative space.
- Build strong relationship with senior management and stakeholders
- Lead the development of latest technologies with strong focus on business impact
BASIC QUALIFICATIONS - Bachelors, Masters, or PhD in Mathematics, Physics, Computer Science, Engineering or similar subject.
- Strong quantitative skills, preferably experience in derivatives modelling.
- Strong programming skills, including clear understanding of algorithms and data structures.
- Knowledge of high-performance numerical methods.
- Strong interpersonal, communication and presentation skills, both written and verbal.
- Comfortable managing multiple stakeholders, driving consensus and influencing outcomes.
BASIC QUALIFICATIONS - 2 - 5 years of work experience
- Work experience in data analysis is preferable
- Basic fixed income& bond mathematics knowledge is preferable
- Work experience in development of models for bespoke financial products is preferable
- Bachelor or Masters in applicable field e.g. computer science, mathematics, physics, engineering, computational finance, quantitative finance
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.
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