Quantitative Engineering - Associate Job in Bengaluru at Goldman Sachs

Goldman Sachs is hiring for the role of Quantitative Engineering - Associate!

Responsibilities of the Candidate:

• Development of pricing models related to mortgage-backed securities, loans, and derivatives
• Development and calibration of statistical credit and prepayment models for measuring default, prepayment and severity of mortgage and asset-backed securities and loans.
• Development and support of analytical tools and infrastructure to help the trading desk with daily trading activities, valuation and risk management
• Analyze data and develop surveillance reports to monitor collateral and deal with performance
• Help the trading desk analyze trading ideas, hedging strategies, and ROE optimization 

Requirements:

• Academic background in any of relevant field - (STEM - Statistics, Computer Science, Math, Financial Engineering)
• 1+ years of front office quant/modeling experience in mortgage asset classes.
• Meaningful experience coding in an Object-oriented programming language such as C, C++ and Python.
• Comfortable working with Database/Statistical software such as R, SQL
• Collaborative teamwork skills and ability to communicate to both technical and non-technical audiences verbally and in writing