Consultant at Goldman Sachs
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Goldman Sachs - Quantitative Analyst (1-5 yrs)
- 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