Corporate Treasury - Quantitative Strategist - Associate - London

Corporate Treasury - Quantitative Strategist - Associate - LondonJob Description

RESPONSIBILITIES

Our quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with bankers, traders and portfolio managers across the firm, their invaluable quantitative perspectives onplex financial and technical challenges power our business decisions.

As a member of our team, you will use your advanced training in mathematics, programming and logical thinking to construct quantitative models that drive our success in global financial markets. Your talents for research, analysis and aptitude for innovation will define your contributions and enable you to find solutions to a broad range of problems, in a dynamic, fast-paced environment.

Whatever your background, you will bring a fresh perspective and unique skillset to our business. In return, you will be trained by our experts across the firm to navigate theplexities of the financial markets and state-of-the-art methods in quantitative finance.

An ordinary day is anything but. You may work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and more. Whichever your area of contribution, your ideas will have measurable effect on our business and for our clients.

JOB DUTIES
• Work as a Quantitative strategist to build, enhance and analyze mathematical models designed topute various liquidity and risk metrics.
• Design and build mathematical models that attribute spot metrics and project future requirement, produce quantitative analytics on historical metrics data.
• Build quantitative tools to explain and perform scenario analyses on various liquidity metrics.
• Write model documents and execute model validation process in accordance with firm policy for quantitative models.
• Collaborate with non-engineers to explain model behavior.

QUALIFICATIONS
• Bachelor's degree minimum, Masters or PHD preferred
• Strong analytical skills to performplex functional and technical analyses
• Strongmunication skills

RELEVANT PRIOR EXPERIENCE
• Developing mathematical models in one of the following: Python, C++ or Java.
• Developing financial pricing models in any asset class.
• Maintaining a production code base and daily production processes.
• Preparing and submitting technical documents to support the validation of mathematical models.
• Working with techniques of optimization, statistical analysis, including parameter estimation.

ABOUT GOLDMAN SACHS

At Goldman Sachs, wemit our people, capital and ideas to help our clients, shareholders and themunities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

We believe who you are makes you better at what you do. We'remitted to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS/careers.

We'remitted to finding reasonable amodations for candidates with special needs or disabilities during our recruiting process. Learn more: //goldmansachs/careers/footer/

© The Goldman Sachs Group, Inc., 2023. All rights reserved.

Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law. Job ID 300