Job Description
FICC and Equities
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 role is within the Equity Derivatives Structuring Team which is part of the FICC & Equities at Goldman Sachs. The team works closely with clients across US, Canada and Latin America, to design and deliver a broad range of solutions to suit their investment needs. The product suite at our disposal is broad across all derivative products (flow and exotic).
Role Overview:
- Analytical work such as backtesting, scenario analysis and pricing for various exotic derivatives products. As such experience and knowledge of derivative pricing and pricing models would be helpful.
- Strong quantitative skills (Black Scholes theory, probability, data modeling, statistics)
- Building analytical tools and automation of common tasks – as such programming skills would be helpful.
- Presenting solutions to internal and external clients – as such strong communication skills would be helpful. Specifically here someone who can understand very technical concepts, but present them in simple and user friendly ways.
- A focus on exotic products e.g. Structured Notes, light exotics, variance, correlation, hybrids etc
- Putting together tactical ideas based on market events / movements – an interest in markets would be useful.
Skills and Experiences:
- At least 1yrs experience
- Graduate degree in quantitative field (Math, Financial Engineering, Computer Science, Physics)
- Buy-side (e.g. vol HF experience)
- Strong Communication
- Passionate about the role
Salary Range
The expected base salary for this New York, New York, United States-based position is $110000-$125000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.
Benefits
Goldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here.