Securities, Equity Flow Vol Desk Strat, Associate/Vice President, Hong Kong

Job description

Job Summary & Responsibilities

DIVISIONAL OVERVIEW
Goldman Sachs’ Strats business unit is a world leader in developing quantitative and technological techniques to solve complex business problems. Working within the firm’s trading, sales, banking and investment management divisions, Strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities.

Roles within Securities Strats
Securities Strats play important roles in several areas. Some Strats sit on trading desks, creating cutting-edge derivative pricing models and developing empirical models to provide insight into market behavior. Others develop automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading. A third group works directly with the firm’s sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs.

Responsibilities:
The candidate will sit within Asia Flow Vol Equities Strategies team. Closely working with the Flow Vol Trading desk, he or she will focus on the following themes:

• Automated pricing and workflows: pro-actively automate manual workflows and improve existing processes with particular focus on pricing automation, and business metrics.
• Modelling and prediction of pricing inputs (dividend, funding spread and volatility), design of workflow and automation tools to mark these inputs.
• Systematic and quantitative analysis of risk and flow of the franchise, driving business decision and the design of our platform.
• On-exchange algorithmic trading: design and optimization of derivatives market taking and market making trading algorithms

Basic Qualifications

• Excellent academic record (in a relevant quantitative field e.g. Engineering, Physics, Mathematics or Computer Science)
• Strong analytical and programming skills.
• 3-7 years of experience in financial markets, preferably as a quantitative analyst
• Previous experience in a sales and trading desk environment, and relevant work experience in derivatives
• Strong written and verbal communication skills
• Ability to self- motivate, multi task and work independently

Goldman Sachs is an equal opportunity employer. © The Goldman Sachs Group, Inc., 2016. All rights reserved.