Quantitative Engineering - Associate - Global Banking & Markets

Role Overview: As a strategist within the Securities Division at Goldman Sachs, you will be a key player on the trading floor. Your responsibilities may include creating cutting-edge derivative pricing models, developing automated trading algorithms, analyzing exposures, and designing complex computing architectures and algorithms. Your role will involve using quantitative and technological techniques to solve complex business problems in the market. Key Responsibilities: - Create cutting-edge derivative pricing models and empirical models - Develop automated trading algorithms for the firm and its clients - Analyze exposures and structure transactions to meet client needs - Design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms Qualifications Required: - Strong academic background in Mathematics, engineering, computer science, or economics with a quantitative understanding of statistics and probability - Strong programming skills in a modern programming language such as C++, Python, or Java - Ability to work effectively as a member of a global team and deliver results quickly - Ability to solve technical problems and communicate complex ideas to a non-technical audience About the Company: Goldman Sachs is a leading global investment banking, securities, and investment management firm established in 1869. The company is committed to fostering diversity and inclusion in the workplace and beyond, offering opportunities for professional and personal growth. They provide various benefits, wellness programs, and opportunities for development. Goldman Sachs is dedicated to finding reasonable accommodations for candidates with special needs or disabilities during the recruiting process. (Note: The additional details about the company have been omitted as they were not present in the job description provided.),