• Engineering, ASSG Strat, Analyst/Associate/VP, Hong Kong

    Location(s) HK-Hong Kong
    Job ID
    2018-44030
    Schedule Type
    Full Time
    Level
    Analyst, Associate, Vice President/Executive Director
    Function(s)
    Engineering, General
    Region
    Asia Except Japan
    Division
    Securities
    Business Unit
    Principal Investing Desk Strat
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

    SECURITIES

    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.

    RESPONSIBILITIES AND QUALIFICATIONS

    YOUR IMPACT

    You will be joining a world leader principal investing team within the Securities Division of Goldman Sachs. You will help to develop quantitative and computational solutions to real world financial questions. You will collaborate on solutions with colleagues from multiple teams in multiple geographical locations.

     

    TEAM DESCRIPTION: ASIA SPECIAL SITUATIONS GROUP

    The Special Situations Group (SSG) is a global multi-asset class principal investing and lending business within the Securities Division of Goldman Sachs. The Asian portfolio currently consists of: Corporate Loans and Bonds; Public and Private Equity; Physical Real Estate and Mortgage Portfolios; and a selection of FX, Interest Rates, Commodity, Equity and Credit Hedges. SSG Strats work extremely closely with the Traders and Investment Analysts in a collaborative environment with the joint goal of maximizing the returns of the firm. Key tasks Strats focus on include: risk modelling, portfolio valuation, hedge recommendation, capital computation, and returns optimization.

     

    HOW YOU WILL FULFILL YOUR POTENTIAL

    Key projects you would contribute to include:

    • Developing scalable software solutions for a wide range of financial problems
    • Developing macro risk management strategies and recommending hedging solutions
    • Developing portfolio management system and risk reports
    • Developing a Capital allocation and Return on Equity (ROE) frameworks
    • Developing bespoke pricing models and risk representations for active investments
    • Developing a comprehensive asset management platform
    • Developing the ALM framework

     

    REQUIRED QUALIFICATIONS

    • Strong programming skills with the ability to design robust and scalable software solutions
    • Strong academic background in a relevant quantitative field - Applied Mathematics, Computer Science, Physics, Engineering
    • Experience analyzing very large dataset / machine learning
    • Strong practical understanding of the underlying economic and mathematical financial theories
    • Excellent interpersonal, communication and presentation skills, both written and verbal
    • Previous experience working within an Investment Bank or Hedge Fund (internships or full time employment)
    • Expertise in at least one of the following asset classes: Real Estate, FX, Interest Rates, Commodity, Equity, Credit
    • Highly organized, attention to detail and excellent follow-through
    • Demonstrated client service focus and ability to build relationships across different levels, functions and regions both internally and externally
    • Results-oriented

     

    ABOUT GOLDMAN SACHS

    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.

    © The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.