Securities, Equities Structured Products Strats, VP, London

  • Competitive
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Goldman Sachs International
  • 17 Mar 18 2018-03-17

See job description for details

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.

RESPONSIBILITIES AND QUALIFICATIONS 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 solve complex pricing and risk management problems that are central to the functioning of various desks.
Equities Structured Products Strats play a core and highly visible role on the trading floor, working directly with the firm's traders, structuring, sales force and control functions on a daily basis to grow and maintain the business. As an Equities Structured Products Strat, you will be applying your advanced skills in mathematics and computer science to price and risk manage complex derivative products and deliver the solutions through high quality and efficient infrastructure implementation.

The role will entail:

  • Working closely with Structuring and Trading to represent and price bespoke derivatives with exposure to equity and hybrid baskets with equity, commodity, FX, and rates
  • Define and implement an efficient and robust framework for the above by leveraging new technologies
Basic Qualifications
  • PhD in Maths/Physics/Applied Sciences or Masters degree in Computer Science or Engineering
  • 3-6 years experience working in a quantitative role within the Investment Banking industry
  • Strong programming experience in C++, Python, Scala, Java
  • Previous experience with payoff representation and pricing of Equity Derivative products
  • Previous experience using Monte Carlo methods and Stochastic Calculus
  • Ability to learn quickly in a fast moving environment
  • Team oriented approach to sharing workload and leverage skill sets
  • Strong organizational skills and the ability to cope with rapidly changing priorities throughout the day are essential
  • Strong communication skills both verbal and written

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.