Quantitative Engineering
2 tygodni temu
Responsibilities:
Develop quantitative models for interest rate risk, from both economic and earnings perspectives, liquidity & currency risks.
Optimize the firm's interest rate by developing balance sheet analytics and hedging strategies under various market environments.
Understand business needs, data requirements, and specifications; facilitate and develop process workflow required to support implementation of engineering solutions.
Perform quantitative analysis and facilitate business understanding of technical results.
Work with other Strats and technology departments to optimally leverage financial resources to achieve commercial priorities.
Basic Qualifications:Advanced degrees (PhD or Masters) in quantitative field such as Engineering, Mathematics or Physics, or Bachelors with relevant work experience.
Strong analytical, mathematical, and programming background.
Expertise in Python, or similar language; experience in software development, including a clear understanding of data structures, algorithms, software design, and core programming concepts.
Expertise in an aspect of quantitative analysis, mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling.
Experience with financial markets and assets; preference for vanilla interest rate derivative pricing, bond and deposit pricing, curve construction, hedging strategies and risk management.
Excellent communication skills, including experience speaking to both technical and business audiences and working globally across multiple regions.
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/careers.
We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: //goldmansachs/careers/footer/
The Goldman Sachs Group, Inc., 2023. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity Job ID#J-18808-Ljbffr
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