Global Banking & Markets, FX Option Strat, Associate / Senior Analyst, London

developing complex parallel computing architectures, electronic trading tools, and advanced algorithms. Throughout Global Banking & Markets, Strats are using quantitative and technological techniques to solve complex business problems. RESPONSBILIITES: Develop, improve and maintain new and existing FX option pricing models, from volatility surfaces to multi-factor exotic models. Develop, improve and maintain risk reports, stress scenarios and analyse risk of the firm's option books. Collaborate with trading and sales to provide innovative solutions for clients and optimise ongoing business. Expand our foreign exchange options franchise by working on new business initiatives with global impact. QUALIFICATIONS: Excellent academic record with Bachelor, Masters or Ph.D. in a quantitative or engineering field, e.g. mathematics, quantitative finance, physics, computational finance, computer science, engineering Strong analytical and programming skills 1-3 year of, experience in a quantitative

financial modelling role, Experience of foreign exchange derivative models preferred Creative problem-solving skills, and the ability to communicate complex ideas to a variety of audiences including trading and sales (in writing and verbally) Ability to work independently but also thrive as part of a global team in a fast-paced dynamic environment 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 © The Goldman Sachs Group, Inc., 2024. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity", "salary_raw": "Row(double=None, string=None)"}