Securities - Core Quant Strats - Associate - London

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • Goldman Sachs International
  • 20 Feb 19

See job description for details

MORE ABOUT THIS JOB Application Opening Date: 05 February 2019
Application Closing Date:
04 March 2019
Full time


Are you passionate about high-performance scientific computing? Do you want to participate in the creation of the next generation of pricing and structuring tools? We are looking for a computational scientist to join our Core Quant Strats team and help us change the way financial products are structured, priced and risk managed at Goldman Sachs.


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 components which allow us to evaluate the prices of financial products. We aim to develop these tools to be more efficient and precise, whilst also making them directly available to our business users, hence allowing the firm to quickly respond to client needs.


- Participate in the creation of our brand new pricing platform. Write code which is used to evaluate millions of prices every day.
- Partner with structurers, traders and other engineers to build a framework allowing us to develop new financial products more efficiently and calculate risk and price estimates on the fly.
- Impact our business by improving our ability to serve our clients and by directly reducing compute cost through more efficient algorithms.
- Coordinate the analysis, troubleshooting, and resolution of issues in our software and the broader infrastructure.


- Strong academic record with Bachelor's level, above or equivalent in Physics, Computer Science, Engineering or a related discipline subject
- Prior experience gained from working within Financial Services/Investment Banking/FinTech industries required
- Experience with structure product/derivative pricing, risk analysis/VaR, financial/mathematical modelling, back-testing required
- Familiarity with commodities, FX, hedging, interest rate and structured/hybrid-structured products required
- Knowledge of methods such as Monte-Carlo, Black-Scholes etc. required
- Strong communication and presentation skills, both written and verbal
- Familiarity with programming languages such as OCaml, C++ , Python, VBA required
- Must be comfortable managing multiple stakeholders, driving consensus and influencing outcomes
- Must be a collaborative team-player

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., 2019. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.