Global Banking

3 weeks ago


Singapore GOLDMAN SACHS (SINGAPORE) PTE. Full time
Roles & Responsibilities

In Goldman Sachs quantitative strategists are the cutting edge of our businesses, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and sales, strats' invaluable quantitative perspectives on complex financial and technical challenges power our business decisions.

The Core Quant Strats team oversees Global Market's quantitative platform, building the key components which allow us to evaluate the prices of financial products. We aim to develop in-house pricing engine 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. We are a team of desk strategists who work to transform the FICC and Equity Derivatives businesses by automating the key decisions taken every day. Our team has a wide remit including automatic quoting, optimizing hedging decisions and developing algorithms to trade derivatives on venues around the world. We also deploy statistical analysis techniques and mathematical models to enhance the decision making process, with the overall aim of improving business performance while working closely with traders and salespeople on the trading floor.

Role Responsibilities

  • 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
  • Design, implement, test and support distributed systems tracking business workflows for derivatives quoting, hedging and booking
  • Build rich user applications using the latest web and server side technologies
  • Integrate with external platforms, markets and clients using industry standard protocols such as FIX and REST
  • Capture data and analytics, used to improve business decision making and client experience
  • Ensure systems can handle high data volumes using established and emerging technologies, techniques and processes
  • Work closely with sales and trading, support our automated pricing and trading systems
  • Be involved with all stages of the software development life cycle with a range of technologies, and collaborate closely with engineering teams who support the underlying infrastructure and frameworks

Basic Qualification

  • Bachelors/Masters in Mathematics/Computer Science (STEM) or similar subject
  • Strong quantitative skills
  • Strong programming skills, including clear understanding of algorithms and data structures
  • Strong interpersonal, communication and presentation skills, both written and verbal
  • Comfortable managing multiple stakeholders, driving consensus and influencing outcomes

Preferred Qualification

  • Experience using a functional programming language: Scala, Haskell, OCaml, F#, etc
  • Experience building tools and payoff languages used by traders and structurers
  • Knowledge of financial derivative pricing
  • Experience with machine learning algorithms
  • Experience creating and using Domain Specific Languages
  • Experience with the Python and/or JVM ecosystem

ABOUT GOLDMAN SACHS

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities 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're committed 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.com/careers.

We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html

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.

Tell employers what skills you have

Excellent Communication Skills
OCaml
Hedging
Derivatives
Scala
Mindfulness
Data Structures
F#
Investment Banking
Quantitative
Securities
Estimates
Trading Systems
Investment Management
Distributed Systems
Haskell
Equity Derivatives
Decision Making
Algorithms
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