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GBM Public, FICCS Commodities Strats, Associate/Vice President, London

Goldman Sachs · London

5 days ago

Onsitecommodities tradingderivatives pricingoptions modelling

Workplace

Onsite

Location

London

Posted

5 days ago

Summary

Develop quantitative models and trading tools for Goldman Sachs' commodities trading desk, covering markets such as gas and power, oil products, and metals. The role is based in London, with no remote or hybrid arrangement stated.

Responsibilities

  • Develop derivatives pricing models across commodity sub-asset classes
  • Price bespoke client deals using option models
  • Advise traders on commodity hedging strategies
  • Contribute to physical commodity structured finance transactions
  • Support real-time risk and p&l attribution systems
  • Coordinate product and jurisdiction expansion projects
pythonc++object-oriented programmingoption pricing
commodities tradingderivatives pricingoptions modellingrisk managementstructured finance