Quantitative Engineering

Global Banking & Markets, Investment Banking, Capital Solutions Group, Fund Finance Strats, Associate/Vice President, London location_on London, Greater London, England, United Kingdom

Capital Solutions Group

Goldman Sachs operates at the fulcrum of one of the most important structural trends in finance: the convergence of public and private markets. We combine the global advisory franchise, a leading origination business, and an investing platform that deploys capital across liquid and alternative asset classes.

Our Capital Solutions Group is a comprehensive suite of our financing, origination, structuring, and risk management solutions. The depth and breadth of our relationships, enriched by the velocity of our deal flow, provide clients unique insights to maximize value and unlock opportunity.

Our integrated structure is built to provide comprehensive, tailored solutions that propel both our issuing and investing clients forward.

What we do

The Fund Finance Strats Team sits within Global Banking & Markets (GBM) and is responsible for modelling and pricing of structured trades, as well as building risk management tools for businesses and clients using cutting edge quantitative, machine learning, and other AI techniques. The business focuses on providing customized financing solutions to clients, which covers a wide range of collateral asset classes such as private credit and equity, capital calls or specialty assets, in the forms of Loans, Repurchase Agreements (Repos), Asset-Backed Securities and Derivatives. This role offers a unique opportunity to work within this to deliver tailored solutions to our clients, across a range of asset classes, employing an innovative and quantitative skillset.

Your Impact

Strats play a critical role in deal structuring, pricing, execution and risk management for the Fund Finance business. This is a highly visible platform to put quantitative skills and knowledge in use to make a direct impact on business growth. You will gain familiarity with different asset classes & risk factors while working on various trades and projects and build a broad foundation of product knowledge.

Responsibilities

• Create and extend pricing models, marking and calibration methodologies for structured products and derivatives.
• Use machine learning, data science and AI techniques for pricing and analysis of private market assets.
• Provide analysis for new transactions, understand key risks and drive commercial outcomes using data and quantitative methods.
• Build end to end solutions from data collection to automated actions for business risk management.

Who We Look For

• Strong quantitative and coding skills with a desire to develop commercial mindset.
• Solid work ethics, team oriented and high levels of motivation.
• Ability to work in fast-paced environment and time-sensitive situations.
• Effective oral and written communication skills, which can be tailored to both technical and business audiences.

Basic Qualifications

• Bachelors degree or above and excellent academic record in a relevant quantitative field such as Mathematics, Physics, Computer Science or Engineering.
• Strong maths and quantitative skills.
• Knowledge of Stochastic Calculus and Derivative Pricing or a Machine Learning / Data Science / Applied AI background.
• Experience in object-oriented programming with a language such as Python, Java or C++.
• Knowledge of Credit / Equity markets and products with an understanding of Interest Rates and FX risk management is preferred.
• Experience in a front office Strats or similar role is a plus.

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.

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.