Global Markets Division - FICC Credit Structuring Strats - Quantitative Engineer - Analyst - Bengaluru
Goldman Sachs
Bengaluru, Karnataka, India
5d ago

Job Description

Our core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers.

We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor.

What do we do

The team is part of the broader MarketStrats team within Global Markets Division of Goldman Sachs. MarketStrats are responsible for generating trading strategies across equity and fixed income assets for a wide range of clients (including Asset Managers, Pension Funds, Hedge Funds, Insurance companies and SWF).

The team is also involved in conceptualizing and building analytical tools / radars to help in trade idea generation, analyzing client flows, performing scenario analysis, etc.

The team works closely with trading, sales and other strats team across regions.

As part of this, you will work within the Credit MarketStrats team which focusses on credit asset class with exposure to bonds, credit default swaps, credit indices and swaptions.

The role requires leveraging a diverse skillset across Quantitative, Engineering and Business disciplines.

Roles and Responsibilities

  • Conceptualize and build analytical tools / radars to help in trade idea generation in delta-1 and vol space.
  • Create unique metrics / indices / indicators to track pricing imbalances / dislocations and compare against current market pricing dynamics to ascertain investment opportunities in credit products.
  • Develop and enhance client flow analytics to identify trends in client flows split by client types, product types, ratings, sectors, tenors.
  • Build tools to help client / trades / sales on performing scenario analysis on credit swaptions. Enhance the suite of credit analytical offerings on Goldman Sach’s digital platform Marquee.
  • Enhance the existing work on credit factors work on enhancing the definition of existing factors (carry, momentum, value) and adding new factors to our suite of factor offerings.
  • Develop systematic strategies to track positioning in different credit products, involving the use of proprietary flow data, third-party data providers on flows and positions, historical performance analysis.
  • Create and publish regular write-ups / content on xccy relative value, demand-supply technical within credit, client flow analysis, factor performance summary.
  • Work with senior strategists in LDN / NYC on generating trading ideas in macro / micro credit. Assist the senior strategists with various analytics to help them with pitching ideas to clients.
  • Qualifications

  • Bachelor’s degree in a quantitative discipline. MBA / CFA is a plus.
  • Analytical background including and understanding of probability and statistics.
  • Experienced in coding in C, C++, Python.
  • Basic understanding of bonds, credit default swaps and options. Knowledge of macroeconomics is a plus.
  • Prior experience of working in a quantitative role preferred.
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