3 Numerical Methods Jobs

Associate Level-1/Sr Associate-Quantitative Analyst Resources/Financing Optimization Global Market Quantitative Research (GMQR) Team is responsible for most aspects of quantitative research within the Global Market universe, covering Interest Rates, FX, Credit, and Equity. There are teams in London, New York and Asia supporting trading activities of the flow and structured desks. They are responsible for the development of pricing, risk, margin, and profitability models and their implementation in the global analytics library. GMQR Resources & Financing Optimization provides expert solutions to the financing activities for both client-facing activities and internal cost optimization. It covers the calculation of liquidity and balance sheet metrics, the optimization of funding costs and the automation of the inventory management platform. The team develops sophisticated models and put in place the infrastructure and the technology to develop, support and optimize the activity. Responsibilities Within GMQR Resources & Financing Optimization, the role focuses specifically on Liquidity and Balance Sheet metrics. This is a front office Associate quantitative research role. Participate to the development of the framework in C# used to calculate liquidity and balance sheet metrics of Global market activities. The scope covers all business lines, products and asset class of Global Markets. Develop the tooling that gives Trading operators the ability to understand all aspects of the calculation and allow them to steer the metrics efficiently daily Provide expertise and support to the users of the application Take an active part in all front office activities by collaborating with other functions (Trading, Sales, IT and Market Risk) and Research globally and develop relations with various stakeholders. Technical & Behavioral Competencies Graduate degree in mathematics or computer engineering with strong analytical skills. Knowledge of finance is a bonus. Strong analytical skills and technical background in mathematics, computer science or finance. Prior programming experience in C# or other object-oriented programming languages. Reliable and Detailed-oriented Knowledge of statistics as well as optimization algorithms. Effective communication skills, ability and willingness to engage the business Delivery focused and willingness to collaborate with other teams. Familiarity with Liquidity and Balance Sheet topics Resources is a plus Skills Referential Behavioural Skills : Attention to detail / rigor Critical thinking Communication skills - oral & written Ability to collaborate / Teamwork Transversal Skills: Analytical Ability Education Level: Bachelor Degree or equivalent Experience Level At least 2 years

MORE ABOUT THIS JOB Please note division and function examples are representative of opportunities common for this skill-set. The list is not exhaustive, and availability of open roles is determined based on business need. Specific roles will be confirmed through the interview process. At Goldman Sachs, our Engineers don't just make things we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets. Engineering, which is comprised of our Technology Division and global strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities Start here. Who We Look For Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment. 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. Roles within Securities StratsSecurities Strats play important roles in several areas. Some Strats sit on trading desks, creating cutting-edge derivative pricing models and developing empirical models to provide insight into market behavior. Others develop automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading. A third group works directly with the firm's sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs. Desk strats are the ones responsible for creating and enhancing the derivative pricing models and enhance new payoffs. Asia macro strats specifically look at Rates, FX and Credit based models for trading teams throughout Asia. RESPONSIBILITIES AND QUALIFICATIONS YOUR IMPACT Are you passionate about derivatives modelling and using sophisticated pricing techniques Do you want to drive the creation of the next generation of pricing and structuring tools We are looking for a modelling and expert to join our Asia Macro Strats team and help us change the way financial products are structured, priced and risk managed at Goldman Sachs. OUR IMPACT The core value of the Securities Division is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor. The Macro strats team oversees the creation and development of the Securities Division quantitative platform, building the key models and components to evaluate the prices of financial products. We develop these to best capture market dynamics, accurately and efficiently, whilst making them directly available to our business users, enabling us to partner with them to quickly respond to client needs. HOW YOU WILL FULFILL YOUR POTENTIAL Creating new models and more efficient numerical methods to evaluate them. Partner with structurers, traders and other engineers to develop new financial products, and build the frameworks to do that efficiently Develop computational tools for extreme clarity and compute efficiency, for pricing speed, compute cost and safe maintenance SKILLS & EXPERIENCE WE'RE LOOKING FOR BASIC QUALIFICATIONS Bachelors, Masters, or PhD in Mathematics, Physics, Computer Science, Engineering or similar subject. Strong quantitative skills, preferably experience in derivatives modelling. Strong programming skills, including clear understanding of algorithms and data structures. Knowledge of high-performance numerical methods. Strong interpersonal, communication and presentation skills, both written and verbal. Comfortable managing multiple stakeholders, driving consensus and influencing outcomes. PREFERRED QUALIFICATIONS Experience building multi-asset models used for derivatives pricing Experience building tools and payoff languages used by traders and structurers. Experience creating and using Domain Specific Languages, and Functional programming. Experience with the Python, C++ and/or JVM ecosystem.

Master's Degree in Fluid Dynamics/Thermal EngineeringEngineering (or closely related field) and at least 5 years relevant experience, with demonstrated product design development. ESSENTIAL SKILLS or KNOWLEDGE: Demonstrated breadth and depth of expertise in CFD software and data processing tools. Experience with CFX, Fluent. Excellent skills in ICEM or ANSYS meshing (tetra and hexa) and Good knowledge of SpaceClaim is a plus. Formal coursework in heat transfer, aerodynamics and fluid dynamic. Knowledge in the design, and optimization for airflow path, Oil and Gas separations, sound, and flow characteristics of machinery are preferred. Strong teamwork, interpersonal, communication, and project management skills required. Able to work on multiple high-priority projects simultaneously. Willingness to try new modules in CFX and Fluent.