Quantitative Strategist, Global Banking & Markets, Global Currency and Emerging Markets (GCEM)

What We Do

Operating at the center of global financial markets, Global Markets Division serve institutional clients including asset managers, hedge funds, banks and brokerages, pensions, endowments and foundations, corporations and governments. We help them buy and sell financial products 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 Global Currency and Emerging Markets (GCEM) Strats team work closely with trading to develop quantitative and technological techniques to solve complex business problems. Desk Strats sit on trading floors, creating cutting-edge models, analytics, data visualization and trading tools, for our internal and external clients.

Your Impact

Do you have strong quantitative and analytical skills and a passion for financial markets? As a desk strat in GCEM team you’ll have the opportunity to apply your quantitative skills solving complex problem and create innovative solutions for our clients, at the same time you’ll be operating in the center of financial markets with plenty opportunity to learn.

Your work will be directly linked to the business bottom line. Whether it’s building a pricing model for a new product that help client hedging risk, or developing automatic pricing algorithms to help desk make better decisions in pricing or hedging, they all result in immediate commercial impact for the desk.

You’ll have a highly visible platform to use your skills and knowledge into making a direct impact to the firm’s bottom line. Given that the GCEM desk is global cross-asset desk, you will also gain exposure to a wide range of asset classes & risk factors (Credit/FX/Rates, vanillas/options/structured). This provides an invaluable opportunity for you to sharpen your skills in different domains and build a deep and broad foundation of product knowledge.

RESPONSIBILITIES AND QUALIFICATIONS

Responsibilities

Within the GCEM Desk Strat role, you will be part of the team responsible for creating and providing solutions to the GCEM trading desk, in all Rates, FX and Credit asset classes, from One Delta to Exotics products.

This includes but not limited to:

Developing and maintaining cutting-edge derivative pricing models

Developing and optimizing marking/quoting/hedging strategy and systems

Analyzing trading data and building machine learning models

Pricing and hedging analysis for complex transactions

Perform scenario analysis upon market events

Who We Look For

We are looking for candidates with strong quantitative, programming and communication skills with a keen interest applying those skills in the financial markets.

Basic Qualifications and Preferred Qualifications

MS, or PhD in Quantitative Finance, Math, Stats, Computer Science or Engineering

Self-driven, quick learner, can-do attitude, results-oriented

Excellent written and verbal communication skills

Strong problem solving and analytical skills

Strong coding skills

Experience analyzing large data set preferred

WHO WE ARE

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 think