Vice President, SEC121418ZZRK

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Goldman Sachs USA
  • 18 Jan 19

Vice President, SEC121418ZZRK

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. Work in the FICC Credit Strategies business unit of the Securities Division, focused on quantitative modeling of trading exposures. Work directly with sales and trading desks to provide cutting-edge technical solutions in a wide range of areas. Specifically work with the Firm's Investment Grade, High Yield, Distressed Credit, Municipals, Macro, and LatAm trading desks, among others, on a variety of products, including bonds, loans, swaps, indices and various associated derivatives. Build massively scalable software and systems, develop efficient pricing and risk models, build services for quoting and analytics, and architect low latency infrastructure solutions. Develop large scale quoting and real-time risk systems for credit products and assist the desk with risk analysis for prospective trades. Provide informal training, mentoring and guidance to junior team professionals. Leverage mathematical skills to build efficient pricing models for bonds using numerical and stochastic methods, and develop services to facilitate swift analytics across large portfolios. Increase quantification and mechanization of trading in Credit. Develop scalable and robust systems as the market transitions to a more automated environment.

Job Requirements: Job Requirements: Master's degree (U.S. or equivalent) in Mathematics, Physics, Statistics, Electrical or Mechanical Engineering, or a related quantitative field. Three (3) years of experience in the offered position or related role. Must have three (3) years of experience with: applying financial mathematics including stochastic calculus, no-arbitrage pricing theory, partial differential equations, probability and random processes; software development for portfolio reporting and calculation of capital adjusted returns using an object-oriented programming language, such as C++, Java or similar; knowledge of fixed income instruments and their pricing/valuation models; using time series analysis and statistical modeling techniques to analyze historical transaction data and fit descriptive and predictive models, such as Kalman filters, random forests, and various Bayesian techniques; supporting quantitative analytics with scientific computation software such as R or SAS; demonstrated ability to work in a dynamic environment and deliver accurate results quickly in a collaborative group environment; ability to solve problems and explain underlying ideas; and five percent (5%) Travel required to other regional offices of the Firm.

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.