GMD, Equity Derivs Pricing & Modelling, VP
Job: Full Time
London, United Kingdom

Employer Description
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world

Job Description
Core Quant focuses on leveraging best-in-class technology and quantitative approaches to produce fast, robust and scalable pricing tools and models for the Equity Derivative business. We are looking for a Quantitative Engineer in London, with a passion for using technology to drive commercial impacts, to focus on leading a global team of strats and expanding our latest Monte Carlo engine and Payoff scripting language. The team structure is designed to embrace hybrid skillsets across software development and quantitative research

Requirements:

• Bachelors, Masters, or PhD in Mathematics, Physics, Computer Science, Engineering or similar subject.
• Strong quantitative skills, preferably experience in derivatives modelling
• Very Strong programming skills, including clear understanding of algorithms and data structures
• Knowledge of high-performance numerical methods.
• Strong interpersonal, communication and presentation skills, both written and verbal.
• Comfortable managing multiple stakeholders, driving consensus and influencing outcomes

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Goldman Sachs