Quantitative Engineering - Analyst - Global Banking & Markets
Goldman Sachs
0 - 3 years
Bengaluru
Posted: 07/08/2025
Job Description
Goldman Sachs’ Strats business unit is a world leader in developing quantitative and technological techniques to solve complex business problems. Working within the firm’s trading, sales, banking and investment management divisions, strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities.
Your Impact
Securities Strats play important roles in several areas. Strats aligned with trading desks are responsible for pricing and risk models to provide insight into market behavior of securities, loans, derivatives and other complex financial instruments. Strats develop mathematical models and implement analytics that assist in monitoring, analyzing and managing risk by desk traders as well as senior management. Strats are also responsible for development and maintenance of infrastructure for pricing and risk management of trade and investment positions
Responsibilities
- Development of pricing models related to mortgage backed securities, loans, and derivatives
- Development and calibration of statistical credit and prepayment models for measuring default, prepayment and severity of mortgage and asset backed securities and loans.
- Development and support of analytical tools and infrastructure to help trading desk with daily trading activities, valuation and risk management
- Analyze data and develop surveillance reports to monitor collateral and deal performance
- Help trading desk analyze trading ideas, hedging strategies, and ROE optimization
Basic Qualifications:
- Academic background in any of relevant field - (STEM - Statistics, Computer Science, Math, Financial Engineering)
- 2.5+ years of front office quant/modeling experience in mortgages asset classes.
- Meaningful experience coding in an Object oriented programming language such as C, C++ and Python.
- Comfortable working with Database/Statistical software such as R, SQL
- Collaborative teamwork skills and ability to communicate to both technical and non-technical audiences verbally and in writing
About Company
Goldman Sachs is a leading global investment banking, securities, and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments, and individuals. Founded in 1869, the firm is headquartered in New York and operates in major financial centers around the world. Known for its expertise in mergers and acquisitions, asset management, and trading, Goldman Sachs plays a key role in global financial markets.
Services you might be interested in
One-Shot Campaign
Reach out to ideal employees in one shot!
The intelligent campaign for reaching out to the ideal audience to whom you can ask for help (guidance or referral).