• Engineering - Rates Flow Strat - Associate / Vice President - Hong Kong

    Location(s) HK-Hong Kong
    Job ID
    2017-37374
    Schedule Type
    Full Time
    Level
    Vice President/Executive Director, Associate
    Function(s)
    Quant/Strats
    Region
    Asia Except Japan
    Division
    Securities
    Business Unit
    FICC Desk Strats
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

    YOUR IMPACT

     

    Are you interested in solving complex quantitative problems with a real world impact?  We are looking to make an important hire in our Desk Strat team, working with the Emerging Markets Macro Trading business.  Our business trades FX and Rates products, Derivatives and Cash instruments.  The role requires capabilities in modeling and statistical analysis, software development, risk and trade analysis, and capital analysis.  We are a front office team, working with trading and sales in a dynamic environment.   You will work in a team focused on higher volume market making, driving growth in the business, designing models and building tools to holistically trade across voice and electronic channels. 

    RESPONSIBILITIES AND QUALIFICATIONS

    HOW YOU WILL FULFILL YOUR POTENTIAL

    • Work with trading desk team to price live transactions and manage risk in the front office
    • Drive the full life-cycle: research / modelling, implementation / testing, live pricing / risk management, support / maintenance
    • Develop novel financial models for market capture, live pricing, hedging strategies and execution costs
    • Develop statistical techniques to conceive, design, analyse, and measure the trading strategies
    • Optimise the deployment of capital and other constrained resources within the business
    • Partner with other engineers to deliver complete trading and risk management platform

     

    PREFERRED QUALIFICATONS

    • Expert knowledge of financial derivatives, pricing and statistics
    • Experience in automatic market making, stochastic control or machine learning
    • Strong track record programming
    • Advanced degree in related field
    • At least 5+ years’ experience

    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.

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