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Global Banking & Markets, Equities Synthetics Products Group (SPG) Strats, Vice President

at Goldman Sachs

Mid LevelNo visa sponsorshipPython

Posted 13 hours ago

No clicks

Compensation: Not specified
City: Hong Kong
Country: China

Quantitative strategist role focused on developing and maintaining derivatives pricing models and automating quoting, hedging and risk management for Equities Synthetics. The role involves collaborating closely with traders to scale automation, backtest hedging strategies, and expand pricing capabilities to new underliers and payoffs.

Global Banking & Markets, Equities Synthetics Products Group (SPG) Strats, Associate/ Vice President, Hong KongHong Kong, Hong Kong

Opportunity Overview

CORPORATE TITLEVice President

OFFICE LOCATION(S)Hong Kong

DIVISIONGlobal Banking & Markets

What We Do:

Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, our invaluable quantitative perspectives on complex financial and technical challenges power the business decisions.

Within SPG, our team is responsible for utilizing modern and sophisticated quantitative techniques to enhance and further develop our Equities financing and One Delta trading capabilities. This includes traditional derivatives pricing and modelling, as well as automation of our quoting, hedging and risk management activities.

Your Impact:

You’ll be part of a diverse and talented team, applying your advanced scientific training to tackle new and exciting problems within our Synthetic trading business.

Role Responsibilities:

Develop and maintain derivatives pricing models for SPG, such as Equity Swaps, Futures, OTC equity derivatives etc.
Scale the business by increasing automated risk management for exposures to Equity, FX etc.
Expand the scope of our pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges along the way.
Enhance risk management by backtesting hedging strategies for One Delta products.
Collaborate closely with the trading team to ensure daily accurate risk management.

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 opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.

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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