GBM - Public Dept-Bengaluru-Vice President-Quantitative Engineering
Goldman Sachs · Bengaluru · onsite · Posted 70d ago
Undisclosed3–7 yrsfulltimeSourced from
About a minute. You'll make an account on the way through.
About this role
Job Description
Desk Strategist — Synthetics Product Group ( SPG ) Role Summary A cross-functional desk strat role sitting alongside trading, focused on pricing, risk, automation, and franchise growth.
Responsibilities
- Develop and maintain derivatives pricing models for Equity Swaps, Futures, OTC Equity Derivatives, and structured payoffs. Expand to new underliers and payoff structures.
- Design automated risk management frameworks for Equity, FX, and other exposures.
- Partner with traders on risk management, P&L attribution. Act as the bridge between trading, technology, and risk.
- Drive process improvements across pricing, booking, and risk workflows. Support onboarding of existing/new products and markets.
Qualifications
- Strong Programming skills is a must.
- Strong academic background in a relevant STEM field (Computer Science, Engineering, Physics or Mathematics)
- Strong interpersonal/communication skills
- Ability to work in a dynamic and fast- paced environment and deliver accurate results quickly
- Ability to solve problems and to explain underlying ideas
Sourced from linkedin
Skills
Derivatives pricing modelsOTC Equity DerivativesAutomated Risk Management FrameworksFuturesFXProgrammingequity swapsEquityrisk management frameworksRisk Management
About Goldman Sachs
Goldman Sachs
Financial Services
9k+
employees
2003
23 years old
New York, New York
United States (USA)
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