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09/01 Priyanka
Consultant at Goldman Sachs

Views:2177 Applications:414 Rec. Actions:Recruiter Actions:3

Goldman Sachs - Quantitative Analyst (1-5 yrs) Premium

Bangalore Job Code: 783746


- Developing price verification, capital or stress test models. Models must capture the economic and statistical properties of the underlying market risk factors. An Analyst/Associate will analyze the quality and availability of data inputs to the models, and will design them accordingly.

- Providing ongoing testing and support for existing models.

- Documentation and quality control of models.

- Performing exotic structure pricing analyses. Opportunities In performing his/her job function an Analyst/Associate will have the following opportunities:

- Broad exposure to pricing and calibration models for a variety of products

- Exposure to challenging quantitative problems such as modeling risks for derivatives, large scale Monte-Carlo simulations of complete portfolios across the firm, fast and accurate approximate market risk measurements.

- Development of quantitative and programming skills as well as product and market knowledge.

- Opportunities to work with product controllers in various areas of the firm

- Probability (e.g., something using Bayes theorem), Calculus or differential equations

- Basic programming ability (e.g., generate the set of all subsets of a given set - both recursively and iteratively)

One of the below: Financial engineering, Applied math or physics, Software design and architecture, Depth on resume area

Women-friendly workplace:

Maternity and Paternity Benefits

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