ESSG Strat - Executive Director - London
- London, England, United Kingdom
- Permanent, Full time
- Goldman Sachs International
- 18 Nov 17 2017-11-18
See job description for details
MORE ABOUT THIS JOB Application Opening Date: 09 November 2017
Application Closing Date: 06 December 2017
You will be joining a world leader principal investing team within the Securities Division of Goldman Sachs. You will help to develop quantitative and computational solutions to real world financial questions. You will collaborate on solutions with colleagues from multiple teams in multiple geographical locations.
Our core value 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.
European Special Situations Group (ESSG):
The Special Situations Group (SSG) is a global multi-asset class principal investing and lending business within the Securities Division of Goldman Sachs. The European portfolio currently consists of: Corporate Loans and Bonds; Public and Private Equity; Physical Real Estate and Mortgage Portfolios; and a selection of FX, Interest Rates, Commodity, Equity and Credit Hedges. SSG Strats work extremely closely with the Traders and Investment Analysts in a collaborative environment with the joint goal of maximizing the returns of the firm. Key tasks Strats focus on include: risk modelling, portfolio valuation, hedge recommendation, capital computation, and returns optimization.
RESPONSIBILITIES AND QUALIFICATIONS HOW YOU WILL FULFIL YOUR POTENTIAL
Key projects you would contribute to includes developing:
- Macro risk management strategies and recommending hedging solutions
- Portfolio management system and risk reports
- Capital allocation and Return on Equity (ROE) frameworks
- Bespoke pricing models and risk representations for active investments
- A compete asset management platform
- ALM framework
SKILLS AND EXPERIENCES WE ARE LOOKING FOR
- Strong academic record with PhD level or equivalent in Mathematics, Physics, Engineering or a related quantitative discipline required
- Prior investment banking/financial services industry experience required
- Must have strong research experience
- Knowledge of statistics, machine learning and stochastic methods required
- Strong programming background in Java or C++ required
- Experience of working on transaction risk controls and optimisations required
- Experience of simulation and building back-testing frameworks for research and trading required
- Strong practical understanding of the underlying economic and mathematical financial theories
- Excellent interpersonal, communication and presentation skills, both written and verbal
- Strong knowledge in FX, Commodities, Equities required
- Must be highly organised, attention to detail and excellent follow-through
- Demonstrable client service focus and ability to build relationships across different levels, functions and regions both internally and externally
- Must be results-oriented with ability to balance multiple, time-sensitive projects while maintaining a longer term, strategic focus
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., 2017. All rights reserved
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.