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Vice President- SECMLEQDS

Company: Goldman Sachs USA
Location: New York
Posted on: January 15, 2019

Job Description:

MORE ABOUT THIS JOB Vice President with Goldman Sachs & Co. LLC in New York, NY. Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.) RESPONSIBILITIES AND QUALIFICATIONS Duties: Vice President with Goldman Sachs & Co. LLC in New York, NY. Responsible for desk strategies on the flow equity volatility trading desk. Develop and maintain real time risk and data infrastructure to help derivatives trading make decisions on client quoting and inventory management. Research how earnings and events impact desk performance and how to hedge risk exposure in an efficient manner. Build models to calculate the market implied probabilities of the outcome of corporate events and identify any potential mispricings. Develop and enhance analytics tools that calculate the markout of historical client trades where The results are used to study the performance of various hedging strategies. Design and implement infrastructure that understands and auto-responds to traders' questions on pricing and risks. Develop new algorithms and enhance existing ones for option trading electronic platforms. Develop models and algorithms to automatically price and risk manage a diversified derivatives portfolio. Optimize the existing code base for speed and efficiency. Maintain the code base for equity derivatives electronic platforms. Job Requirements: Master's degree (U.S. or foreign equivalent) in Computational Finance, Computer Science, Financial Engineering or a related quantitative financial field. Must have two (2) years of experience in the job offered or in a related software development, consulting or modeling position in the financial services industry. Must have two (2) years of experience with: utilizing knowledge of models and risk characteristics of European options, American options, VIX futures, variance swaps and options on VIX; programming in C++, Java or Python to maintain time series databases and product reports; designing and maintaining large scale financial applications that display signal data used by multiple users; applying knowledge of statistical models such as machine learning tools, linear regression and quadratic programming and applications of such models on a large financial data set; conducting independent research and demonstrating ability to apply ideas from academic publications to practical applications, (e.g. removing events from volatility surface and calculating implied volatility for merger & acquisition names); quantitative time series, regression, econometrics and product skills to perform research and creating content using listed or OTC derivatives; working with large datasets with at least one million rows; and financial mathematics including no-arbitrage pricing theory, volatility and options pricing, probability, hypothesis testing and optimization. ABOUT GOLDMAN SACHS The Goldman Sachs Group, Inc. 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 maintains offices in all major financial centers around the world. -- The Goldman Sachs Group, Inc., 2019. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. Vice President- SECMLEQDS

Keywords: Goldman Sachs USA, New York , Vice President- SECMLEQDS, Executive , New York, New York

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