Bulge Bracket Investment Banks

Global Banking & Markets, Vice President, Equities STS Strats, Sao Paulo

at Goldman Sachs

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Posted a month ago

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Compensation: Not specified
City: Sao Paulo
Country: Brazil

Senior front-office quantitative engineering role on the Equities STS Strats team focused on the iSelect platform. Responsible for developing, implementing and maintaining systematic and actively managed index strategies, integrating them into front-office pricing and risk models, and supporting production indices and risk systems. Works closely with product developers, sales, trading and other strats to ensure robust, scalable solutions and to support marketing and risk management efforts. Role requires strong quantitative background, advanced coding and software design skills, and excellent stakeholder communication.

Global Banking & Markets, Vice President, Equities STS Strats, Sao PauloSao Paulo, Sao Paulo, Brazil

Opportunity Overview

CORPORATE TITLEVice President

OFFICE LOCATION(S)Sao Paulo

JOB FUNCTIONQuantitative Engineering

DIVISIONGlobal Banking & Markets

GLOBAL BANKING & MARKETS

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.

OUR IMPACT

We are part of the Systematic Trading Strategy (STS) team. The STS team develops systematic and client led investment strategies for our clients.

The Strats business unit is a world leader in developing quantitative and technological expertise 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

We are looking for a professional to join the Equities STS Strats team, with a specialization on the iSelect platform. iSelect is a fast growing product line, which provides our clients with the ability to allocate holdings among various asset classes: single stocks, futures, options, GS indices etc. This is a key front-office role responsible for developing and maintaining iSelect strategies. You would work closely with products developers, sales, trading and fellow strats to develop and implement a robust and scalable platform which can accommodate hundreds of actively managed indices.

SKILLS & EXPERIENCE WE’RE LOOKING FOR

The role will cover the full spectrum of index development and support, including implementation in the front-office modelling system, index methodology documentation, product development, parameter analysis and robustness testing, integration into front-office pricing and risk models, ongoing support for production indices and risk systems, and working with the relevant sales and trading teams on marketing and risk management.

BASIC QUALIFICATIONS

* Strong academic background in a quantitative or technical discipline;
* Advanced coding and software design skills in any recognized programming language e.g. Python, Java, C++;
* Understanding of basic financial math concepts, e.g. Black Scholes pricing and strong interest in finance;
* Excellent written and verbal communication skills;

* High level of diligence and discipline;
* Comfortable managing multiple stakeholders, demonstrating initiative and showing commercial impact.

PREFERRED QUALIFICATIONS

* Experience within Equities, specifically single stocks;
* Experience implementing or developing systematic and actively managed strategies;
* Experience developing and supporting risk systems.

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.