Goldman Sachs' Strats business unit is looking to solve complex business problems in trading, sales, banking and investment management divisions using quantitative and technological techniques.
Requirements
- Meaningful experience coding in an object oriented programming language such as C, C++.
- Comfortable working with database/statistical software such as R, SQL.
Responsibilities
- Development of pricing models related to mortgage backed securities, loans, and derivatives.
- Development and calibration of statistical credit and prepayment models for measuring default, prepayment, and severity of mortgage and asset backed securities and loans.
- Development and support of analytical tools and infrastructure to help trading desk with daily trading activities, valuation, and risk management.
- Analyze data and develop surveillance reports to monitor collateral and deal performance.
- Help trading desk analyze trading ideas, hedging strategies, and ROE optimization.
Other
- Academic background in any relevant field - Statistics, Computer Science, Math, Financial Engineering, etc.
- 1-3 years of prior front office desk quant experience is preferred.
- Collaborative teamwork skills and ability to communicate to both technical and non-technical audiences verbally and in writing.
- Active employee as of fiscal year-end for discretionary bonus eligibility
