Global Banking & Markets, FICC Core Quant Strats, Bengaluru, Associate, Quantitative Engineering

Core Quant Strats, Global Markets

Are you passionate about high-performance scientific computing? Do you want to participate in the creation of the next generation of pricing and structuring library? We are looking for a Quant Researcher to join our Core Quant Strats team and help us change the way financial products are structured, priced and risk managed at Goldman Sachs.

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 wear different hats:

• Participate in the creation of our brand new pricing platform. Write performant code which is used to evaluate millions of prices every day.
• 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.

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

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