Job Description :
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ENGINEERING
What We Do
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.
FICC Mortgage Structuring
Strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities.
The European mortgage desk makes markets in European Asset Backed securities, and increasingly places a large amount of focus on purchasing whole loan pools, originating new loan assets (e.g. mortgages / consumer loans) to create new securities which can be distributed to our clients. In this way the desk and structurers, in particular, are very much at the heart of a changing European banking / capital-markets landscape, and designing ways in which Goldman can be a long-term participant in these new flows of capital. RESPONSIBILITIES AND QUALIFICATIONS
Summary of the Role
The candidate should demonstrate strong quantitative and programming skills as well as excellent communication, presentation, and interpersonal skills. A successful candidate will:

  • Understand the components of end to end analysis of structured portfolio trades including underlying assert performance, ratings agencies’ models and methodology, prevalent market and regulatory environment
  • Perform scenario analysis of desk’s PnL and RoE under various trade formats
  • Work together with the counterparts in trading, sales, banking and strategic investments divisions
  • Make a direct contribution to firm’s PnL through development of standard processes and improving desk’s ability to take on new business

Basic Qualifications

  • 1-5 years of work experience
  • Work experience in data analysis is preferable
  • Basic fixed income& bond mathematics knowledge is preferable
  • Work experience in development of models for bespoke financial products is preferable
  • Bachelor or Masters in applicable field e.g. computer science, mathematics, physics, engineering, computational finance, quantitative finance

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