Vice President - IBD122018DGSP
- New York, NY, USA
- Permanent, Full time
- Goldman Sachs USA
- 18 Jan 19
Vice President - IBD122018DGSP
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 Vice President with Goldman Sachs & Co. LLC in New York, NY. As a Senior Strategist within the Corporate Risk Management team, the role's responsibilities are to: Advise corporate clients on tactical and strategic risk management objectives. Manage a team of junior strategists, coordinating work streams with investment bankers, traders, and other internal teams. Oversee quantitative financial modelling and analysis to deliver solutions for clients. Lead the team's efforts to innovate new quantitative tools / frameworks for clients to assess risks and optimize hedging decisions. Oversee the structuring of a broad range of derivative solutions, across interest rates, foreign exchange, commodities and credit. Supervise, guide and review junior professionals' work product. Present technical results to external clients, including senior corporate treasury executives. Advise senior internal stakeholders on business selection and pricing considerations based on quantitative analysis. Supervise 2 analysts.
Job Requirements: Master's or Bachelor's degree (US or foreign equivalent) in Mathematics in Finance, Financial Engineering, or a related quantitative field. Three (3) years of experience (with Master's degree) or five (5) years of experience (with Bachelor's degree) in the job offered or a related quantitative finance role. Prior work experience must include three (3) years of experience with: performing financial mathematics, including: stochastic calculus, no-arbitrage pricing theory, multivariable calculus, linear algebra, probability theory, numerical methods, and Monte-Carlo techniques; applying derivatives pricing theory, including: stochastic calculus, Black-Scholes model, local volatility model, and interest rate models (such as the LIBOR Market Model, HJM models, or similar); performing time series analysis and building regression models using financial data; and designing and implementing quantitative models using Microsoft Excel, as well as using a scripting language such as Python, R, or similar. Prior work experience must include two (2) years of experience with: structuring and pricing interest rate, foreign exchange, commodity, and credit derivatives, including forwards, vanilla options, exotic options, vanilla swaps, cancellable swaps, caps, floors, swaptions, and credit-default swaps; modeling credit valuation adjustments and funding valuation adjustments for complex trading portfolios, including modeling non-standard collateral agreements; applying knowledge of financial regulatory capital requirements (including Basel III Advanced Approach, Basel Standardized Approach, SLR, and CCAR) to internally assess profitability in the context of return on equity; applying US GAAP and IFRS hedge accounting principles to derivatives, including Cash Flow, Fair Value, and Net Investment hedges; using statistical methods to demonstrate hedge effectiveness in the context of hedge accounting; implementing quantitative models in a high performance programming language (such as Java, C++, or similar); performing data analysis by querying and manipulating large data sets using SQL, in addition to utilizing data visualization software (such as Tableau, or similar); creating client presentation materials using Microsoft PowerPoint; and communicating quantitative concepts to specialized and non-specialized audiences. FINRA Series 63. FINRA Series 79. Travel required, 5% to 10% of the time .
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.
© The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.