- New York, NY, USA
- Permanent, Full time
- Goldman Sachs USA
- 17 Jan 18 2018-01-17
MORE ABOUT THIS JOB Associate with Goldman Sachs & Co. LLC in New York, NY.
Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)
RESPONSIBILITIES AND QUALIFICATIONS Duties: Associate with Goldman Sachs & Co. LLC in New York, NY. Function as a quantitative developer for our high-performance Monte-Carlo-based pricing infrastructure and the Firm's pricing model and automated trading control platform. Responsibilities include: applying optimization and numerical techniques to improve the performance of pricing models; deriving and implementing solutions using mathematical software such as numerical PDE solution, Monte Carlo simulation, and variance reduction techniques; developing and enhancing user interface, workflow engine and database for the Firm's listing of automated trading control; working with testing engineering on the automated trading platform.
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.