Responsibilities - 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

Bangalore

Goldman Sachs - Quantitative Analyst 

Goldman Sachs - Quantitative Analyst  ,Job Description for Goldman Sachs - Quantitative Analyst  in Goldman Sachs in  Bangalore for (1-5) years of experience. Apply Now!

Job Description for Goldman Sachs - Quantitative Analyst  in Goldman Sachs in  Bangalore for (1-5) years of experience. Apply Now!