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Global Markets – Global Currency & Emerging Markets Strat
| Company | Goldman Sachs |
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| Location | New York, NY, USA |
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| Salary | $150000 – $225000 |
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| Type | Full-Time |
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| Degrees | Master’s, PhD |
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| Experience Level | Mid Level, Senior |
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Requirements
- MS, or PhD in Quantitative Field, e.g., Math, Stats, Computer Science or Engineering
- Self-driven, quick learner, can-do attitude, results-oriented
- Excellent written and verbal communication skills
- Strong problem solving and analytical skills
- Strong coding skills
- Understanding of financial math concepts, e.g. Black Scholes pricing
Responsibilities
- Creating and providing solutions to the GCEM trading desk, in all Rates, FX and Credit asset classes, from One Delta to Exotics products
- Developing and maintaining cutting-edge derivative pricing models
- Developing and optimizing marking/quoting/hedging strategy and systems
- Analyzing trading data and building machine learning models
- Pricing and hedging analysis for complex transactions
- Performing scenario analysis upon market events
Preferred Qualifications
No preferred qualifications provided.
