Quantitative Strategist, Global Banking & Markets, FICC Mortgage Strats

Goldman Sachs' Strats business unit develops quantitative and technological techniques to solve complex business problems within trading, sales, banking, and investment management. This role focuses on developing pricing models, statistical models, and analytical tools to monitor risk, manage trade and investment positions, and provide insight into market behavior. The role supports various desks, from trading to senior management.

Requirements

• Development of pricing models for mortgage-backed securities, loans, and derivatives.
• Development and calibration of statistical credit and prepayment models.
• Development and support of analytical tools for data monitoring, risk management, and trade analysis.
• Data analysis and report generation to monitor collateral and deal performance.
• Collaboration and communication skills to support both technical and non-technical audiences.

Benefits

• Competitive benefits and wellness offerings
• Values-driven and supportive work environment