SSG Strats, Developer, Associate

Job description

Job Summary & Responsibilities

As a strategist in GSSG, you will play an integral role for the firm Investment and Lending business. You may create cutting-edge pricing models and empirical models to provide insight into market behavior, or develop a cross-asset type portfolio management system. You might be involved in analyzing exposures and structuring transactions, or involved in designing and developing complex parallel computing architectures, and advanced algorithms. Throughout the Securities Division, strategists are using quantitative and technological techniques to solve complex business problems.

THE SECURITIES DIVISION
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.

GSSG Strats team is primarily focused on the firm Investment and Lending business for SSG.  
1. Portfolio Management: we develop portfolio management systems, pricing models, risk models, reports to help SSG business manage its global investment portfolios.
2. Macro Risk Management: we do portfolio analysis, empirical analysis, and macro risk hedge recommendation for SSG business.
3. Capital Management: we do deal structure analysis, regulator capital analysis, help deal teams structure investments in a capital efficient way.  
4. Liability Management: we fund SSG business through an automated ALM funding bond platform.

GSSG business is a fast growing principal investment business inside Goldman Sachs.  You have the opportunity to redefine how Goldman Sachs Investment and Lending Sector portfolio management system infrastructure for the next decade.  Working with some of the best investment minds in the industry on a global basis, you will learn about credit investment, equity investment, real estate investment and distressed investment.  Leveraging your programming skill, quant skill, you can help to transform the investment business into a highly efficient, modern portfolio management business.

Basic Qualifications

i. Strong programing skill in Java or C++
ii. Strong communication skill

Preferred Qualifications

i. Financial knowledge in fixed income products
ii. Good math skill

Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.  © The Goldman Sachs Group, Inc., 2015.  All rights reserved.