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Global Banking & Markets, Structured Credit Strats, London

Goldman Sachs · London

1 week ago

Onsitestructured creditstructured funding derivativesderivatives pricing

Workplace

Onsite

Location

London

Posted

1 week ago

Summary

Structured Credit Strats role focused on pricing structured products and derivatives, analyzing transaction risks, and building data solutions for the Structured Funding Derivatives business. The role is based in London and calls for quantitative skills, including programming in C++, Java, or Python.

Responsibilities

  • Improve pricing models for structured products
  • Analyze transaction risks and profit drivers
  • Provide analysis for new transactions
  • Curate structured and unstructured datasets
  • Build end-to-end solutions from data to automated actions
c++javapythonobject-oriented programmingstochastic calculusderivatives pricing
structured creditstructured funding derivativesderivatives pricingtotal return swapsrepurchase agreementscredit risk management