Associate - Cwm5941144

Goldman Sachs


Duties: Associate with Goldman Sachs & Co. LLC in New York, NY. Execute various classes of Equity Derivative linked transactions through multiple venues (Index and Single Stock linked products across listed, FLEX and OTC markets). Analyze portfolio risks at the business and client levels using various quantitative and financial analytical tools and techniques such as Factor based Risk and PnL attribution, Greek based portfolio analysis (Delta/Gamma/Theta/Vega) and various Risk measures including PnL sensitivity to spot and volatility shocks. Design, develop and enhance tools and trading strategies to give the Managed Strategies business visibility into their positions and risks using best in class financial modelling techniques and ensure actionable outcomes for the portfolio management team. Daily review of options positions in the portfolio and rebalancing to adhere to their respective mandates. Communicate with Sales and Marketing on day-to-day issues, long-term and short-term feature requests and strategic direction.

Job Requirements: Bachelor’s or Master’s degree (U.S. or foreign equivalent) in Finance, Financial Engineering, Financial Mathematics, Applied Mathematics, Computer Engineering, Computer Science, or in a related quantitative or engineering field. Two (2) years of experience with a Master’s degree in the job offered or in a related role or five (5) years of experience with a Bachelor’s degree in the job offered or related role. Must have two (2) years of experience with a Master’s degree or five (5) years of experience with a Bachelor’s degree with: financial derivatives modelling using Black Scholes, binomial or Monte Carlo pricing, and Sticky Fixed Strike/Sticky Fixed Moneyness implied volatility models; analyzing the risk and value of derivative products; designing and using financial risk reports and other portfolio analytics; and communicating with a trading desk and interacting with sales and trading peers. Series 7 and 63 License required.

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Confirmed 22 hours ago. Posted 13 days ago.

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