GBM Public Dept-Bengaluru-Associate-Quantitative Engineering

Goldman Sachs


Job Location:

Bengaluru - India

Monthly Salary: Not Disclosed
Posted on: 8 hours ago
Vacancies: 1 Vacancy

Job Summary

Description

Desk Strategist Synthetics Product Group ( SPG )

Role Summary

A cross-functional desk strat role sitting alongside trading focused on pricing risk automation and franchise growth.

Responsibilities

  • Develop and maintain derivatives pricing models for Equity Swaps Futures OTC Equity Derivatives and structured payoffs. Expand to new underliers and payoff structures.
  • Design automated risk management frameworks for Equity FX and other exposures.
  • Partner with traders on risk management P&L attribution. Act as the bridge between trading technology and risk.
  • Drive process improvements across pricing booking and risk workflows. Support onboarding of existing/new products and markets.

Qualifications

  • Strong Programming skills is a must.
  • Strong academic background in a relevant STEM field (Computer Science Engineering Physics or Mathematics)
  • Strong interpersonal/communication skills
  • Ability to work in a dynamic and fast- paced environment and deliver accurate results quickly
  • Ability to solve problems and to explain underlying ideas



Required Experience:

IC

DescriptionDesk Strategist Synthetics Product Group ( SPG )Role SummaryA cross-functional desk strat role sitting alongside trading focused on pricing risk automation and franchise growth.ResponsibilitiesDevelop and maintain derivatives pricing models for Equity Swaps Futures OTC Equity Derivatives...

About Company

The Goldman Sachs Group, Inc. is a leading global investment banking, securities, and asset and wealth management firm that provides a wide range of financial services.

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