Bond Pricing Engineer

  • Competitive
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • Goldman Sachs USA
  • 20 Mar 18 2018-03-20

Bond Pricing Engineer

The Securities Division is the largest of the four revenue-generating divisions at Goldman Sachs. We help our clients with broad and diversified global financial solutions. Clients include asset managers, hedge funds, banks, corporations and governments. To help our clients achieve their goals we provide market insight and ideas, develop investment strategies, and transact as principal or agent to meet clients' needs. We offer broad product coverage across Equities, Rates, Credit, FX and Commodities.

Job Summary
Goldman Sachs' Credit Systematic Market Making (SMM) desk uses algorithms to trade U.S. corporate bonds. We are looking for quantitative individuals with trading knowledge to refine existing bond pricing engines and algorithms, as well as to extend them to other asset classes (e.g., Muncipals, Latin American bonds).

The ideal candidate would be strong in math, an experienced programmer, and also have the ability to run a commercially impactful research program on an aggressive timeline. This is a capital-committing position: your work will directly impact our trading models and strategies. Motivation to get hands-on experience with algorithmic trading is a must.


i. Make quantititative improvements to existing bond pricing engines; build new models
ii. Understand and analyze market microstructure and associated ata; incorporate findings into trading strategies

ABOUT GOLDMAN SACHS The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.

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