Corporate Treasury - Quantitative Strategist - Associate - London

Place of work London
Contract type All types
Start date -
Salary -

Job details

Job description, work day and responsibilities

An ordinary day is anything but. You may work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and more. Whichever your area of contribution, your ideas will have measurable effect on our business and for our clients.

JOB DUTIES
Work as a Quantitative strategist to build, enhance and analyze mathematical models designed to compute various liquidity and risk metrics.
Design and build mathematical models that attribute spot metrics and project future requirement, produce quantitative analytics on historical metrics data.
Build quantitative tools to explain and perform scenario analyses on various liquidity metrics.
Write model documents and execute model validation process in accordance with firm policy for quantitative models.
Collaborate with non-engineers to explain model behavior.
QUALIFICATIONS
Bachelor’s degree minimum, Masters or PHD preferred
Strong analytical skills to perform complex functional and technical analyses
Strong communication skills
RELEVANT PRIOR EXPERIENCE
Developing mathematical models in one of the following: Python, C++ or Java.
Developing financial pricing models in any asset class.
Maintaining a production code base and daily production processes.
Preparing and submitting technical documents to support the validation of mathematical models.
Working with techniques of optimization, statistical analysis, including parameter estimation.

Company address

United Kingdom
England
London
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Company Name: Goldman Sachs
You will be redirected to another website to apply.
Offer ID: #1244628, Published: 4 weeks ago, Company registered: 1 month ago

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