Quantitative Modeler for FICC Credit Exotics

2 weeks ago


Bengaluru, Karnataka, India Goldman Sachs Full time

At Goldman Sachs, we're seeking a talented Quantitative Modeler to join our FICC Credit Exotics team. As a key member of our Global Markets Division, you'll work closely with traders to develop and improve pricing models and risk management frameworks.

Your Impact:

As a Quantitative Modeler, you'll be responsible for building and improving quantitative models, pricing, risk management, and workflow infrastructure for our FICC Credit Exotics trading business. You'll also work on systematic and quantitative analysis of risk, pricing, and PNL metrics for credit exotics products.

Responsibilities:

  • Develop and improve pricing models and risk management frameworks for FICC Credit Exotics
  • Analyze and model risk, pricing, and PNL metrics for credit exotics products
  • Collaborate with traders to develop and implement risk management strategies
  • Work on cross-business initiatives such as capital optimization and regulatory changes

Requirements:

  • Strong academic background in a relevant STEM field (Computer Science, Engineering, Physics, or Mathematics)
  • Strong quantitative and programming skills (Java, C++, Python)
  • Strong interpersonal and communication skills
  • Ability to focus on details and the big picture
  • Ability to work in a dynamic and fast-paced environment

About Goldman Sachs:

At Goldman Sachs, we're committed to fostering and advancing diversity and inclusion in our own workplace and beyond. We believe who you are makes you better at what you do. We're seeking talented individuals who share our values and are passionate about making a difference in the financial industry.



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