Global Banking & Markets - IRP Volex Desk Strategist - Analyst - LondonLondon, Greater London, England, United Kingdom
Global Banking & Markets - IRP Volex Desk Strategist - Analyst - London
Global Banking & Markets - IRP Volex Desk Strategist - Analyst - LondonLondon, Greater London, England, United Kingdom

Quantitative strategists at Goldman Sachs are known for their ability to build and develop quantitative and technological expertise to solve complex analytical problems. Desk strategists work closely with a trading desk and/or sales teams to identify and understand business needs, and address gaps through development of real-time tools for pricing and risk-management. Working as a desk strategist means being aware and reactive of market environments, and being collaborative with stakeholders on optimizing trading strategies and risk-hedging solutions. 

Your impact:

The interest rate options and exotics desk strategists will typically work with the trading desks on developing and enhancing pricing and risk-management tools, while also getting involved in the market-making of over-the-counter products. Being at the core of their business activities, strategists are in constant collaboration with colleagues from multiple regions as well as adjacent analytical teams, helping develop scalable cutting-edge technology.

Responsibilities:

  • Development of pricing models for derivative products within the interest rate options and exotics sphere;
  • Collaboration with trading and structuring in analysis of trade ideas;
  • Development of analytical tools and infrastructure to assist on core trading activities such as quoting, valuation and risk management;
  • Collaboration with adjacent teams on optimizing real-time infrastructures for pricing and risk calculations;
  • Development of market-making tools and bid-offer generation, using state-of-the-art in-house technology;

Qualifications:

  • Academic background in a quantitative field such as mathematics, physics, statistics, or computer science;
  • Experience in object-oriented programming with a language such as C/C++/C#/Java/Python or equivalent language;
  • Excellent verbal and written communication skills;
  • Interest in working with front office programming of financial models and strategies;
  • Up to 3 years of experience with financial markets; experience with interest rates is a plus;
ABOUT GOLDMAN SACHS
 
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