• Securities - Core Quant Strats - Vice President

    Location(s) IN-Bengaluru
    Job ID
    2018-44137
    Schedule Type
    Full Time
    Level
    Vice President/Executive Director
    Function(s)
    Quant/Strats
    Region
    India
    Division
    Securities
    Business Unit
    FICC Desk Strats
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

    Engineering

    What We Do

     

    At Goldman Sachs, our Engineers don’t just make things – we make things possible.  Change the world by connecting people and capital with ideas.  Solve the most challenging and pressing engineering problems for our clients.  Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action.  Create new businesses, transform finance, and explore a world of opportunity at the speed of markets.

     

    Engineering, which is comprised of our Technology Division and global strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions.  Want to push the limit of digital possibilities?  Start here.

     

    Who We Look For

     

    Goldman Sachs 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 

    Goldman Sachs’ 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.

     

    Roles within Securities Strats

     

    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.

    RESPONSIBILITIES AND QUALIFICATIONS

    RESPONSIBILITIES AND QUALIFICATIONS

    YOUR IMPACT
    Are you passionate about derivatives modelling and high-performance scientific computing? Do you want to drive the creation of the next generation of pricing and structuring tools?  We are looking for a modelling and computation expert to lead our Core Quant Strats team and help us change the way financial products are structured, priced and risk managed at Goldman Sachs.

     

    OUR IMPACT
    The core value of the Securities Division 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 Core 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

    • Lead 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

     

    SKILLS & EXPERIENCE WE’RE LOOKING FOR

    BASIC QUALIFICATIONS

    • Bachelors, Masters, or PhD in Mathematics, Physics, Computer Science, Engineering or similar subject.
    • Strong quantitative skills, 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

    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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