What We Do

At Goldman Sachs, we connect people, capital and ideas to help solve problems for our clients. We are a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals.

Your Impact

Securities Strats play important roles in several areas. Strats aligned with trading desks are responsible for pricing and risk models to provide insight into market behavior of securities, loans, derivatives and other complex financial instruments. Strats develop mathematical models and implement analytics that assist in monitoring, analyzing, and managing risk by desk traders as well as senior management. Strats are also responsible for development and maintenance of infrastructure for pricing and risk management of trade and investment positions.

Responsibilities

• Development of pricing models related to mortgage backed securities, loans, and derivatives.
• Development and calibration of statistical credit and prepayment models for measuring default, prepayment, and severity of mortgage and asset backed securities and loans.
• Development and support of analytical tools and infrastructure to help trading desk with daily trading activities, valuation, and risk management.
• Analyze data and develop surveillance reports to monitor collateral and deal performance.
• Help trading desk analyze trading ideas, hedging strategies, and ROE optimization.

Qualifications

• Academic background in any relevant field
• Statistics, Computer Science, Math, Financial Engineering, etc.
• 1+ years of prior front office desk quant experience is preferred.
• Meaningful experience coding in an object oriented programming language such as C, C++.
• Comfortable working with database/statistical software such as R, SQL.
• Collaborative teamwork skills and ability to communicate to both technical and non-technical audiences verbally and in writing.

Goldman Sachs Engineering Culture

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

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Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity