About the Role
Securities Strats play important roles in several areas, including developing derivative pricing models, empirical models for market behavior insights, automated trading algorithms, and quantitative analysis for client needs. Core Strats design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms.
Responsibilities
- Develop cutting-edge derivative pricing models.
- Develop empirical models to provide insight into market behavior.
- Develop automated trading algorithms for the firm and its clients.
- Analyze exposures, structure transactions, and apply quantitative concepts to meet client needs.
- Design and develop complex parallel computing architectures.
- Design and develop electronic trading tools.
- Design and develop advanced algorithms.
Requirements
- Hold Bachelors, Masters and Doctoral degrees in Mathematics, Computer Science, Physics, Engineering, or other related fields.
- Possess advanced mathematical and computational backgrounds.
- Willingness to learn about finance.
- Experience building large-scale distributed systems.
- Experience implementing fundamental algorithms.
- Experience working in different programming languages.
- Understanding of market dynamics and conventions.
- Understanding of different products’ behaviors and specifications.
- Successful completion of background checks, including potential criminal record checks.
Skills
- Mathematics: Understanding of partial differential equations, stochastic calculus, time series analysis, statistics and numerical techniques.
- Technology: Experience building large-scale distributed systems, implementing fundamental algorithms and working in different programming languages.
- Finance: Understanding of market dynamics and conventions, and of different products’ behaviors and specifications.
Education Level
- Bachelors
- Masters
- Doctoral
Benefits
- Training and development opportunities
- Firmwide networks
- Wellness offerings
- Personal finance offerings
- Mindfulness programs
About the Company
- Goldman Sachs is a leading global investment banking, securities and investment management firm founded in 1869.
- Headquartered in New York, with offices around the world.
- Committed to fostering and advancing diversity and inclusion.
- Committed to finding reasonable accommodations for candidates with special needs or disabilities during the recruiting process.
Equal Opportunity
- Goldman Sachs is an equal opportunities employer and is committed to the principle of diversity.
- Goldman Sachs is an equal employment/affirmative action employer
- Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity
