GBM - Public, Credit Desk Strategist, Vice President

GBM
- Public, Credit Desk Strategist, Vice President
- New York

New York, NY, United States

As a Desk Strat on the credit desk, you will be working directly with the firm’s Investment Grade, High Yield, Munis, Distressed Credit, Macro Credit, Financing and Systematic Market Making trading desks. You will build cutting-edge pricing, risk and quoting models, large-scale real-time risk systems, generate analytics and prediction models for capital and liquidity, and research and develop strategies to optimize risk management and client service.

Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, their invaluable quantitative perspectives on complex financial and technical challenges power our business decisions.

• Building pricing, risk and capital models for bonds and credit derivatives.
• Research, design, backtest and deploy algo trading signals and strategies.
• Working directly with sales and traders on strategies to navigate rapidly changing market and risk conditions and contribute to structured credit transactions.
• Developing large scale analytics, quoting and real-time risk systems for credit products.
• Building data-driven prediction models for quoting and liquidity for various credit products.

An ideal candidate would have strong quantitative and technical problem solving skills, drive to investigate and learn new ideas, attention to detail and good judgement to deliver quick yet robust solutions.

• MS or PhD in a quantitative field
  - Applied Mathematics, Physics, Engineering, Computer Science.
• Meaningful experience in coding in an object oriented programming language
• Excellent written and verbal communication skills.
• Ability to work in a dynamic and fast-paced environment and deliver accurate results quickly.
• Ability to solve problems and to explain underlying ideal
• For candidates entering at VP level relevant experience in the financial industry

The expected base salary for this New York, NY, United States-based position is $150000-$300000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.

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 .

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally

We offer competitive vacation policies based on employee level and office location. We promote time off from work to recharge by providing generous vacation entitlements and a minimum of three weeks expected vacation usage each year.

We assist employees in saving and planning for retirement, offer financial support for higher education, and provide a number of benefits to help employees prepare for the unexpected. We offer live financial education and content on a variety of topics to address the spectrum of employees’ priorities.

We offer a medical advocacy service for employees and family members facing critical health situations, and…