About this role
Global 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 firm’s 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. 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.com/careers.
We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html
© 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
Other facts
About Goldman Sachs
We aspire to be the world’s most exceptional financial institution, united by our shared values of partnership, client service, integrity, and excellence.
Operating at the center of capital markets, we act as one firm, mobilizing our people, capital, and ideas to deliver superior results across our clients’ most complex challenges.
For 157 years, Goldman Sachs has delivered world-class execution on a global scale across our leading Global Banking & Markets and Asset & Wealth Management businesses.
Apprenticeship is central to our culture, with hands-on coaching and access to leaders who bring decades of experience and expertise. With office locations around the world, we offer a broad range of career opportunities to those who insist on excellence and thrive on performance.
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What you'll do
- Develop and maintain FX option pricing models and risk reports while collaborating with trading and sales teams to provide innovative solutions. Expand the foreign exchange options franchise by working on new business initiatives.
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