Global Banking & Markets, Fund Finance Strats, Analyst/Associate, London at Goldman Sachs

London, England, United Kingdom -

Full Time

Start Date

Immediate

Expiry Date

04 Sep, 26

Salary

0.0

Posted On

06 Jun, 26

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Quantitative Modeling, Coding, Machine Learning, Data Science, AI Techniques, Derivative Pricing, Stochastic Calculus, Python, Java, C++, Risk Management, Structured Products, Credit Markets, Equity Markets, Interest Rates, FX Risk Management

Industry

Financial Services

Description

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 #1 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 Fund Finance Strats - what we do and your impact The Fund Finance Business sits within CSG, providing customized financing solutions to clients, which cover 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. Strats play a critical role in the business, responsible for modelling and pricing trades, as well as building risk management tools for businesses and clients using cutting-edge quantitative, machine learning, and other AI techniques. 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 a commercial mindset. · Solid work ethics, team-oriented and high levels of motivation. · Ability to work in a 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 · Bachelor’s 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.

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Responsibilities

Develop and extend pricing models and calibration methodologies for structured products and derivatives. Utilize AI and machine learning to analyze private market assets and build automated risk management solutions.