What We Do
Goldman Sachs' Strats business unit is a world leader in developing quantitative models and technologies to solve complex business problems. Resource Management Strats sits within the firm's Global Banking & Markets Division (GBM) and works directly with sales and trading desks to provide commercial solutions in a wide range of areas.
Your Impact
As a Strat on the Resource Management desk, you'll work across three main areas. First, in conjunction with our GBM Liquidity Management and GBM Cross Asset Funding teams, you'll build models that will allow us to optimize our collateral and margin deployments for maximum efficiency and returns. Second, working with our GBM Capital Management team and every business across the Division to optimize our capital footprint. Third, partnering with our GBM Counterparty Risk Management team to develop models for trading with our clients that ensure prudential thought in client exposures, enabling revenue generation.
Responsibilities
As a member of this team, you will be expected to have an understanding of all the products and derivatives the GBM business trades. You will work on developing large scale systems, building risk, capital and optimization models, and creating data driven prediction models optimization. You will be working directly with traders on building tools enabling them to price trades more precisely and optimize resources.
Who We Look For
An ideal candidate would have strong quantitative and technical problem solving skills, drive to investigate and learn new ideas, and good judgement to deliver quick yet robust solutions.
Basic Qualifications:
1. Strong academic background in a relevant STEM field (Computer Science, Engineering, Physics or Mathematics)
2. Strong analytical and programming skills (Java, C++, Python)
3. Strong interpersonal/communication skills
4. Ability to focus both on details and on the big picture, as requested
5. Ability to work in a dynamic and fast-paced environment and deliver accurate results quickly
6. Ability to solve problems and to explain underlying ideas
7. 2 - 5 years of work experience in related areas
Preferred Qualifications:
1. Knowledge and understanding of financial markets, financial modeling, a quantitative understanding of probability
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