Goldman Sachs Strats business unit is a world leader in developing quantitative and technological techniques to solve complex business problems. Working within the firms trading, sales, banking and investment management divisions, strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities. Roles within Securities Strats Securities Strats play important roles in several areas. Some Strats sit on trading desks, creating cutting-edge derivative pricing models and developing empirical models to provide insight into market behavior. Others develop automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading. A third group works directly with the firms sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs. Between these teams, Core Strats design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms. The work involves developing a thorough understanding of the full range of investment products and strategies offered by the firm, an ability to capture the characteristics of those investments in mathematical models and the creation of infrastructure to make those analyses reusable and scalable across our businesses.
Divisional Strats The Divisional Strats Group is central to management decisions made by senior business leaders within the Securities Division, working closely with Securities Division management and business leaders to measure business and individual performance, analyze internal and external data, create actionable strategies to enhance business performance, and drive cross-business initiatives along with the leadership team. The group works across various functions, including but not limited to, divisional risk management (liquidity management, market risk, counterparty risk, capital allocation, etc.) and divisional financial and sales management (revenue attribution, franchise flow & analysis, etc.)
Capital Divisional Strats: For this position, we are looking for an experienced Associate or Vice President in the Capital team within the Divisional Strats Group. The individual will focus on capital attribution and analytics, and should demonstrate strong statistical, quantitative modeling, and programming skills as well as excellent communication, presentation, and interpersonal skills. A successful candidate will: - Create calculators, reports and tools to give trading businesses transparency into their capital drivers - Analyze capital efficiency at the business, product, and counterparty level - Develop a deep understanding of regulatory capital, methodology, and model implementation - Work closely with senior business leaders to understand & satisfy short-term & longer-term strategic business needs on capital efficiency.
Strong academic background in quantitative fields - Computer Science, Applied Mathematics, Physics, Engineering, Statistics - Strong programming background in a structured language (e.g. C/C++, Python, Java) -Interest in financial markets/productsPreferred Qualifications -Commercial focus, team oriented, self-motivated - Ability to solve problems and to explain the ideas that underlie them to clients and colleagues - Excellent writing and verbal communication skills - Experience working on a trading desk
The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.
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