DescriptionGlobal Banking & Markets FX Option Strat Associate/Senior Analyst London
GLOBAL BANKING & MARKETS
Our core value is building strong relationships with our institutional clients which include corporations financial service providers and fund managers. We help them buy and sell financial products on exchanges around the world raise funding and manage risk. This is a dynamic entrepreneurial team with a passion for the markets with individuals who thrive in fast-paced changing environments and are energized by a bustling trading floor.
DIVISIONAL OVERVIEW
As a Global Banking & Markets Strat you will play an integral role on the trading floor. You may create cutting-edge derivative pricing models and empirical models that provide insight into market behavior or develop automated trading algorithms for the firm and its clients. You might be involved in analyzing exposures and structuring transactions to meet client needs or in designing and developing complex parallel computing architectures electronic trading tools and advanced algorithms. Throughout Global Banking & Markets Strats are using quantitative and technological techniques to solve complex business problems.
RESPONSBILIITES:
- Develop improve and maintain new and existing FX option pricing models from volatility surfaces to multi-factor exotic models.
- Develop improve and maintain risk reports stress scenarios and analyse risk of the firms option books.
- Collaborate with trading and sales to provide innovative solutions for clients and optimise ongoing business.
- Expand our foreign exchange options franchise by working on new business initiatives with global impact.
QUALIFICATIONS:
- Excellent academic record with Bachelor Masters or Ph.D. in a quantitative or engineering field e.g. mathematics quantitative finance physics computational finance computer science engineering
- Strong analytical and programming skills
- 1-3 year of experience in a quantitative financial modelling role. Experience of foreign exchange derivative models preferred
- Creative problem-solving skills and the ability to communicate complex ideas to a variety of audiences including trading and sales (in writing and verbally)
- Ability to work independently but also thrive as part of a global team in a fast-paced dynamic environment
ABOUT GOLDMAN SACHS
At 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. Were 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 committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: The Goldman Sachs Group Inc. 2024. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity
Required Experience:
Senior IC
DescriptionGlobal Banking & Markets FX Option Strat Associate/Senior Analyst LondonGLOBAL BANKING & MARKETSOur core value is building strong relationships with our institutional clients which include corporations financial service providers and fund managers. We help them buy and sell financial prod...
DescriptionGlobal Banking & Markets FX Option Strat Associate/Senior Analyst London
GLOBAL BANKING & MARKETS
Our core value is building strong relationships with our institutional clients which include corporations financial service providers and fund managers. We help them buy and sell financial products on exchanges around the world raise funding and manage risk. This is a dynamic entrepreneurial team with a passion for the markets with individuals who thrive in fast-paced changing environments and are energized by a bustling trading floor.
DIVISIONAL OVERVIEW
As a Global Banking & Markets Strat you will play an integral role on the trading floor. You may create cutting-edge derivative pricing models and empirical models that provide insight into market behavior or develop automated trading algorithms for the firm and its clients. You might be involved in analyzing exposures and structuring transactions to meet client needs or in designing and developing complex parallel computing architectures electronic trading tools and advanced algorithms. Throughout Global Banking & Markets Strats are using quantitative and technological techniques to solve complex business problems.
RESPONSBILIITES:
- Develop improve and maintain new and existing FX option pricing models from volatility surfaces to multi-factor exotic models.
- Develop improve and maintain risk reports stress scenarios and analyse risk of the firms option books.
- Collaborate with trading and sales to provide innovative solutions for clients and optimise ongoing business.
- Expand our foreign exchange options franchise by working on new business initiatives with global impact.
QUALIFICATIONS:
- Excellent academic record with Bachelor Masters or Ph.D. in a quantitative or engineering field e.g. mathematics quantitative finance physics computational finance computer science engineering
- Strong analytical and programming skills
- 1-3 year of experience in a quantitative financial modelling role. Experience of foreign exchange derivative models preferred
- Creative problem-solving skills and the ability to communicate complex ideas to a variety of audiences including trading and sales (in writing and verbally)
- Ability to work independently but also thrive as part of a global team in a fast-paced dynamic environment
ABOUT GOLDMAN SACHS
At 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. Were 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 committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: The Goldman Sachs Group Inc. 2024. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity
Required Experience:
Senior IC
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