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Job Description Who We Are At Goldman Sachs, we connect people, capital and ideas to help solve problems for our clients. We are a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. What We Do Structured Funding Derivatives (SFD) Strats Team within Global Markets Division (GMD) is responsible for modelling and pricing of structured trades, as well as building risk management tools for SFD business and clients using cutting edge quantitative techniques, from stochastic calculus to Machine Learning. The business focuses on providing customized financing solutions to clients in the form of Total Return Swaps, Repurchase Agreements (Repos), and other Derivative products, covering a wide range of collateral asset classes such as bonds, loans, Asset-Backed securities, private credit and equity, etc, across both Developed and Emerging Markets. This role offers a unique opportunity to work within the SFD business to deliver tailored solutions to our clients while gaining exposure to a wide range of asset classes. Your Impact SFD Strats 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 analyse 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 Identify, curate, and integrate new structured and unstructured datasets into models. Build end to end solutions from data collection to automated actions. Who We Look For 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. Basic Qualifications Excellent academic record in a relevant quantitative field such as Mathematics, Physics, Engineering or Computer Science. 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. Goldman Sachs Engineering Culture 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 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! © The Goldman Sachs Group, Inc., 2025. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity. Show more Show less
