GLOBAL BANKING & MARKETS

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.

DIVISIONAL OVERVIEW

As a Global Banking & Markets Strat, you will play an integral role on the trading floor. You may create cutting-edge derivative pricing models and empirical models that provide insight into market behavior or develop automated trading algorithms for the firm and its clients. You might be involved in analyzing exposures and structuring transactions to meet client needs, or in designing and developing complex parallel computing architectures, electronic trading tools, and advanced algorithms. Throughout Global Banking & Markets, Strats are using quantitative and technological techniques to solve complex business problems.

RESPONSIBILITIES

The candidate will sit within Asia One Delta Shares Strategies team. The team supports the blocks and facilitation business across Asia, combining quantitative analysis with hands-on engineering to deliver pricing, risk, and analytics solutions for traders. Closely working with traders, the candidate will focus on

• Build and enhance pricing models for blocks and facilitation trades
• Conduct data analysis, statistical modeling, and research to support trading decisions
• Develop and maintain applications, data pipelines, and tools used daily by the desk
• Support risk and PnL processes, troubleshoot production issues, and improve workflow automation
• Partner with traders and cross-functional teams to deliver scalable, business-driven solutions

QUALIFICATIONS

• Strong academic background in a quantitative field - mathematics, physics, engineering, computer science or statistics background
• Strong analytical and programming skills
• Solid understanding of statistical modeling and data analytics
• Ability to work with large datasets and write clean, reliable code
• Prior experience in quantitative research, or desk-aligned engineering
• Familiarity with market microstructure, delta-one products, or risk/PnL concept
• Strong written and verbal communication skills
• Ability to self-motivate, multitask and work independently

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.