Associate - Quantitative Analyst - Synthetic Product Group - Trading Business

Associate - Quantitative Analyst - Synthetic Product Group

Who we are : 

We Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.

Strats : 

Our Strats business unit is a world leader in developing quantitative and technological techniques to solve complex business problems. Working within the firm's 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.

Job Summary & Responsibilities : 

- Our's Strats business unit is a world leader in developing quantitative and technological techniques to solve complex business problems. Working within the firm's 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.

- 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 firm's 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.

Divisional Overview:-

- Our Strats teams develop quantitative and technological techniques to solve complex business problems. Working within the firm's trading, operations, finance, sales, banking and investment management divisions, strats use their mathematical and scientific training to create financial products, to price and systematically manage risk and identify market opportunities. Roles within Securities Strats Securities Strats play important roles across the trading floors. 

- Some Strats create cutting-edge derivative pricing models and develop empirical models to provide insight into market behavior. Others develop automated trading algorithms for the firm, taking an active part in the increasing shift from voice to electronic trading. A third group works on 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 SPG Strats team is responsible for expanding the GS Equity Synthetics business by developing new pricing, risk management, inventory optimization and client metrics tools

Responsibilities:-

- Calculation and attribution of the desk's profit and loss

- Calculation of real-time and daily risks

- Analysis and implementation of trading strategies for the desk

- Analysis of client activity for Sales and Trading management

- Development and maintenance of trading systems for the desk

- Development and maintenance of pricing models

Basic Qualifications : 

- Strong academic background in a relevant field - Computer Science, Engineering, Physics or Mathematics

- Strong programming background in a structured language (C, C++, Java, etc.)

- Basic knowledge of Financial Mathematics