Analyst, Interest Rates Products Strat, Global Banking & Markets

Interest Rates Product Strat - Analyst / Associate. Global Banking & Markets- New York City
What We Do
Our team is responsible for the analytics, pricing models and risk management of the US interest rate products trading business. We work in active collaboration with the trading desk on model development, quantitative risk management strategies, automated quoting methodologies, pricing trades of varying complexities, and with colleagues in engineering on developing and enhancing core analytics and infrastructure, with the shared goal of building a world-class rates market making platform.
Your Impact
As a strategist you will play an integral role on the trading floor within the Global Banking & Markets Division. You will build cutting-edge derivative pricing models and empirical models to provide insight into market behavior, develop quantitative risk management strategies and automated quoting and trading methodologies for the firm and its clients, be involved in analyzing exposures and structuring transactions to meet client needs, and work closely with platform teams designing and developing computing architectures, electronic trading tools, and advanced algorithms. As front office desk strategist, you will have a unique position to leverage quantitative expertise and technological innovations to solve complex and challenging problems for the trading desk and global banking and markets franchise.
Responsibilities
You will primarily focus on the non-linear rates businesses which span interest rate derivatives of varying complexity ranging from vanilla options to callable exotics. Your responsibilities will include building, maintaining and enhancing pricing models, quantitative risk management and quoting methodologies, and tools used by the trading desk for complex risk analyses.
Basic Qualifications

• Undergraduate or higher degree with major in computer science, engineering, applied math, physics or similar
• Strong programming experience, preferably in a high-performing language such as C/C++/Java

Who We Are
At Goldman Sachs, strategists have provided the quantitative and technological edge to our increasingly sophisticated and complex trading franchise for decades, and partnered with trading desks, sales and engineering teams to build massive technological scale ranging from quantitative pricing models and solutions for products of varying complexities, massively scalable risk engines, automated market making stacks, analyzing complex risk exposures, to low-latency infrastructure that forms the bedrock of all the proprietary technology used in the firm.
Make things happen. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets.
Salary Range
The expected base salary for this New York, New York, United States-based position is $110000-$125000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.
Benefits
Goldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here .