Global Banking Specialist
3 weeks ago
About This Role
At Goldman Sachs, we are seeking a highly skilled Global Banking Specialist to join our team. As a key member of our Structured Finance & Lending (SFL) Strats Team, you will be responsible for modeling and pricing of structured trades, as well as building risk management tools for SFL businesses and clients. This role offers a unique opportunity to work within the Structured Financing and Lending businesses to deliver tailored solutions to our clients while gaining exposure to a wide range of asset classes.
Your Impact
As a Global Banking Specialist, you will play a critical role in deal structuring, pricing, execution and risk management. This is a highly visible platform to put quantitative skills and knowledge in use to make a direct impact on business growth. You will gain familiarity with different asset classes & risk factors while working on various trades and projects and build a broad foundation of product knowledge.
Responsibilities
- Improve existing pricing models and create new ones for structured products.
- Understand transaction risks and analyze drivers of profits and losses.
- Provide analysis for new transactions.
- Drive commercial outcomes using data.
- Improve existing and create new models for the pricing and analysis of derivatives, public/private market assets and transactions.
- Identify, curate, and integrate new structured and unstructured datasets into models.
- Build end to end solutions from data collection to automated actions.
Requirements
- Strong quantitative and coding skills with desire to develop commercial mindset.
- Solid work ethics, team oriented, high levels of motivation.
- Ability to work in fast-paced environment and time-sensitive situations.
- Effective communication skills in verbal and writing to both technical and business audience.
Qualifications
- Excellent academic record in a relevant quantitative field such as Mathematics, Physics, Engineering or Computer Science.
- Strong math and quantitative skills.
- Experience in object-oriented programming with a language such as C++, Java or Python.
- Knowledge of Stochastic calculus and derivatives pricing, or Machine Learning background.
- Knowledge of credit market and products, interest rates, FX, or risk management is preferred.
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