Goldman Sachs Global Banking & Markets Commodities Quant / Strat Associate Paris 

France, Ile-de-France, Paris 

322551465

YOUR IMPACT

You’ll be part of a diverse and talented team, applying your advanced scientific training to solve new and exciting problems within our Commodities business.

Role Responsibilities

• Develop and maintain derivatives pricing models across multiple sub-asset classes, e.g. Gas & Power, Oil Products, Metals.
• Building algorithms and models for automated pricing and quoting of derivatives.
• Expand the scope of our automated pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges along the way.
• Contribute to physical commodities and structured transactions across the business.
• Be involved with all stages of the software development life cycle with a range of technologies, and collaborate closely with engineering teams who support the underlying infrastructure and frameworks.

Basic Qualifications

• Excellent academic record in a relevant quantitative field such as Physics, Mathematics, Engineering or Computer Science.
• Experience in object-oriented programming with a language such as C++, Java or Python.
• At least two years of experience in finance or a cutting edge technology company.
• Excellent written and verbal communication skills.
• Expertise in at least one of;
• Stochastic calculus and derivatives pricing
• Software development in a finance-related field

Preferred Qualifications

• Prior experience in Commodities