Vice President- IMD122718YZDI
- New York, NY, USA
- Permanent, Full time
- Goldman Sachs USA
- 18 Jan 19
Vice President- IMD122718YZDI
MORE ABOUT THIS JOB Vice President with Goldman Sachs & Co. LLC in New York, NY.
Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)
RESPONSIBILITIES AND QUALIFICATIONS Duties: Vice President with Goldman Sachs & Co. LLC in New York, NY. Identify and back-test emerging market bond trading strategies, utilizing time-series analysis of performance data. Research relevant available literature on the subject, source relevant market data from internal pricing sources or index providers, and implement plausible strategies using expert judgment in emerging markets. Design and implement automated processes to process information daily and suggest trades suitable for fixed income portfolios. Generate reports to provide the portfolio management team clear and up-to-date information on performance and risk of emerging market strategies. Research and implement portfolio optimization techniques for the daily rebalancing of portfolios, using optimization tools such as Axioma. Implement and maintain software applications and web-based tools to be used by portfolio management teams to analyze emerging market data and monitor portfolio risk characteristics with respect to benchmarks. Provide guidance and advice to other members of the team on financial, mathematical and computational tasks. Help improve the Firm's internal risk models to better capture emerging market risk exposures and performance attribution.
Job Requirements: Ph.D. degree (U.S. or foreign equivalent) in Physics, Mathematics, Engineering or a related quantitative field. Five (5) years of experience in the job offered or related fixed income quantitative research position. Prior experience must include five (5) years with: Working with emerging market debt, bonds, swaps and derivatives on a large institutional investment team; Programming in a large enterprise environment using C++ or equivalent; Teaching or mentoring junior professionals; Working with portfolio managers in a front-office role for a buy-side firm; Portfolio construction and optimization using optimization methods such as Black-Litterman; Fixed income bond risk models and portfolio risk management; Communicating complex mathematical results to non-technical audiences; Utilizing knowledge of algorithms, statistics, probability theory and optimization methods to aid in the time series analysis of performance data.
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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