Quantitative Engineer - Securities Desk Strats

Location(s) IN-Bengaluru
Job ID
2020-60802
Schedule Type
Full Time
Level
Associate
Function(s)
General
Region
India
Division
Engineering
Business Unit
Securities Desk Strats
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.

The Cross Asset Quant Strats team oversees the creation and development of the Securities Division quantitative platform, building the key models and components to evaluate the prices of financial products. We develop these to best capture market dynamics, accurately and efficiently, whilst making them directly available to our business users, enabling us to partner with them to quickly respond to client needs.

 

HOW YOU WILL FULFILL YOUR POTENTIAL

  • Be part of the core modelling team, discovering new models and more efficient numerical methods to evaluate them
  • Partner with structurers, traders and other engineers to develop new financial products, and build the frameworks to do that efficiently
  • Develop computational tools for extreme clarity and compute efficiency, for pricing speed, compute cost and safe maintenance

RESPONSIBILITIES AND QUALIFICATIONS

 

Basic Qualification

  • Bachelors, Masters, or PhD in Mathematics, Physics, Computer Science, Engineering or similar subject.
  • Strong quantitative skills, preferably experience in derivatives modelling.
  • Strong programming skills, including clear understanding of algorithms and data structures.
  • Knowledge of high-performance numerical methods.
  • Strong interpersonal, communication and presentation skills, both written and verbal.
  • Comfortable managing multiple stakeholders, driving consensus and influencing outcomes.

Preferred  Qualifications

  • Experience building multi-asset models used for derivatives pricing
  • Experience building tools and payoff languages used by traders and structurers.
  • Experience creating and using Domain Specific Languages, and Functional programming.
  • Experience with the Python, C++ and/or JVM ecosystem.
  • Experience working with large distributed systems, multi-threaded applications, and GPU programming

ABOUT GOLDMAN SACHS

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., 2020. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity