GBM - Public Dept-Bengaluru-Vice President-Quantitative Engineering

Goldman SachsBengaluru, KarnatakaOn-siteFull-timePrincipal, 12–15+ yearsListed 1 month ago

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About this role

Desk Strategist — Synthetics Product Group ( SPG )

Role Summary

A cross-functional desk strat role sitting alongside trading, focused on pricing, risk, automation, and franchise growth.

Responsibilities

- Develop and maintain derivatives pricing models for Equity Swaps, Futures, OTC Equity Derivatives, and structured payoffs. Expand to new underliers and payoff structures.
- Design automated risk management frameworks for Equity, FX, and other exposures.
- Partner with traders on risk management, P&L attribution. Act as the bridge between trading, technology, and risk.
- Drive process improvements across pricing, booking, and risk workflows. Support onboarding of existing/new products and markets.

Qualifications

- Strong Programming skills is a must.
- Strong academic background in a relevant STEM field (Computer Science, Engineering, Physics or Mathematics)
- Strong interpersonal/communication skills
- Ability to work in a dynamic and fast- paced environment and deliver accurate results quickly
- Ability to solve problems and to explain underlying ideas