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Quantitative Engineering - Analyst - Global Banking & Markets

3 - 8 years

4 - 6 Lacs

Posted:1 week ago| Platform: Foundit logo

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Skills Required

Work Mode

On-site

Job Type

Full Time

Job Description

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

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Goldman Sachs
Goldman Sachs

Financial Services

New York

40,500 Employees

1855 Jobs

    Key People

  • David Solomon

    Chairman and CEO
  • John Waldron

    President and Chief Operating Officer

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