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Global Banking & Markets - Cross Asset Quant Strats - Analyst - Bengaluru

at Goldman Sachs

GraduateNo visa sponsorshipPython

Posted 5 days ago

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Compensation: Not specified
City: Bengaluru
Country: India

Role within Goldman Sachs' Strats team in Bengaluru as Cross Asset Quant Strats Analyst. You will build and uplift CVA models, pricing, risk management and analytics for the FICC CVA and funding trading business. You will collaborate with global CVA traders to develop and improve risk frameworks and analytics, supporting capital optimization and regulatory changes. The role involves partnering with desks and risk teams to enhance end-to-end counterparty credit risk monitoring.

Global Banking & Markets - Cross Asset Quant Strats - Analyst - BengaluruBengaluru, Karnataka, India

Opportunity Overview

CORPORATE TITLEAnalyst

OFFICE LOCATION(S)Bengaluru

JOB FUNCTIONQuantitative Engineering

DIVISIONGlobal Banking & Markets

What We Do

Goldman Sachs’ Strats business unit is a world leader in developing quantitative models and technologies 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.

Your Impact

FICC CVA Strats sit within the firm’s Global Markets Division and works directly with IRP, GCEM, Commodity CVA trading desks globally to develop and uplift CVA models & improve risk management framework increasing our market share and efficiency.

As a member of the team, you will work closely with global CVA traders to build and improve cutting-edge CVA pricing & risk models and analysis framework to better manage FICC CVA & funding trading business. You will implement and develop risk management infrastructure to assist in monitoring and managing risk by CVA desk traders as well as senior management.

You will also partner with global CVA trading/controllers/credit risk teams for uplifting CVA modeling engine to optimize capital footprint in light of recent/upcoming industry regulations. In addition, you will assist senior management, business in enhancing end-to-end counterparty credit risk monitoring & risk management framework by developing new analytics & uplifting CVA models.

Responsibilities

Building and improving CVA quantitative models, pricing, risk management and workflow infrastructure for the FICC CVA & Funding trading business
Systematic and quantitative analysis of risk, pricing, PNL metrics across all FICC CVA & Funding products ranging from bonds to vanilla and exotic derivatives
Helping trading desk with daily trading activities, risk management, analyze trade ideas and hedging strategies
Analysis and model development for cross-business initiatives such as capital optimization and regulatory changes
Candidate will actively collaborate with colleagues not only in Bengaluru but also with the desk strat team globally.

Who We Look For

An ideal candidate would have strong quantitative and technical problem solving skills, drive to investigate and learn new ideas, and good judgement to deliver quick yet robust solutions.

Basic Qualifications

Strong academic background in a relevant STEM field (Computer Science, Engineering, Physics or Mathematics)
Strong quantitative and programming skills (Java, C++, Python)
Strong interpersonal/communication skills
Ability to focus both on details and on the big picture
Ability to work in a dynamic and fast- paced environment and deliver accurate results quickly
Ability to solve problems and to explain underlying ideas

Preferred Qualifications

Knowledge and understanding of financial markets, financial modeling, a quantitative understanding of probability

About Goldman Sachs

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html

Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity

We Offer Best-In-Class Benefits

Healthcare & Medical Insurance

We offer a wide range of health and welfare programs that vary depending on office location. These generally include medical, dental, short-term disability, long-term disability, life, accidental death, labor accident and business travel accident insurance.

Holiday & Vacation Policies

We offer competitive vacation policies based on employee level and office location. We promote time off from work to recharge by providing generous vacation entitlements and a minimum of three weeks expected vacation usage each year.

Financial Wellness & Retirement

We assist employees in saving and planning for retirement, offer financial support for higher education, and provide a number of benefits to help employees prepare for the unexpected. We offer live financial education and content on a variety of topics to address the spectrum of employees’ priorities.

Health Services

We offer a medical advocacy service for employees and family members facing critical health situations, and counseling and referral services through the Employee Assistance Program (EAP). We provide Global Medical, Security and Travel Assistance and a Workplace Ergonomics Program. We also offer state-of-the-art on-site health centers in certain offices.

Fitness

To encourage employees to live a healthy and active lifestyle, some of our offices feature on-site fitness centers. For eligible employees we typically reimburse fees paid for a fitness club membership or activity (up to a pre-approved amount).

Child Care & Family Care

We offer on-site child care centers that provide full-time and emergency back-up care, as well as mother and baby rooms and homework rooms. In every office, we provide advice and counseling services, expectant parent resources and transitional programs for parents returning from parental leave. Adoption, surrogacy, egg donation and egg retrieval stipends are also available.

Benefits at Goldman Sachs

Read more about the full suite of class-leading benefits our firm has to offer.

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