Securities, Equities, Synthetic Products Group (SPG) Strats, Analyst/Associate - Bengaluru - Goldman Sachs - Bengaluru

Job description

Job Summary & Responsibilities

Divisional Overview Our Strats teams develop quantitative and technological techniques to solve complex business problems. Working within the firm’s trading, operations, finance, sales, banking and investment management divisions, strats use their mathematical and scientific training to create financial products, to price and systematically manage risk and identify market opportunities. Roles within Securities Strats
Securities Strats play important roles across the trading floors. Some Strats create cutting-edge derivative pricing models and develop empirical models to provide insight into market behavior. Others develop automated trading algorithms for the firm, taking an active part in the increasing shift from voice to electronic trading. A third group works on analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs. Between these teams, Core Strats design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms. The SPG Strats team is responsible for expanding the GS Equity Synthetics business by developing new pricing, risk management, inventory optimization and client metrics tools

Basic Qualifications

Responsibilities
 Calculation and attribution of the desk’s profit and loss
 Calculation of real-time and daily risks
 Analysis and implementation of trading strategies for the desk
 Analysis of client activity for Sales and Trading management
 Development and maintenance of trading systems for the desk
 Development and maintenance of pricing models
Basic Qualifications
 Strong academic background in a relevant field - Computer Science, Engineering, Physics or Mathematics
 Strong programming background in a structured language (C, C++, Java, etc.)

Preferred Qualifications

Preferred Qualifications
 Basic knowledge of Financial Mathematics
 2 or more years of programming experience