Location
London

Hours
Full Time

Salary
Negotiable

About the Role
Goldman Sachs' Capital Solutions Group operates at the forefront of a major structural trend in finance: the convergence of public and private markets. Combining the #1 global advisory franchise, a leading origination business, and an investing platform across liquid and alternative asset classes, the group offers comprehensive financing, origination, structuring, and risk management solutions. This integrated approach provides clients with unique insights to maximize value and unlock opportunities.

The Fund Finance Business, part of the Capital Solutions Group, delivers customized financing solutions across a wide range of collateral asset classes including private credit and equity, capital calls, and specialty assets. These solutions take the form of Loans, Repurchase Agreements (Repos), Asset-Backed Securities, and Derivatives.

As part of the Fund Finance Strats team, you will play a critical role in modelling and pricing trades, as well as building risk management tools using cutting-edge quantitative, machine learning, and AI techniques. This highly visible platform allows you to apply quantitative skills to directly impact business growth. You will gain exposure to various asset classes and risk factors while working on diverse trades and projects, building a broad foundation of product knowledge.

Experience
- Strong quantitative and coding skills with a desire to develop a commercial mindset
- Ability to work effectively in a fast-paced, time-sensitive environment
- Experience in a front office Strats or similar role is a plus

About You
- Solid work ethic, team-oriented, and highly motivated
- Effective oral and written communication skills tailored to both technical and business audiences

Qualifications
- Bachelor’s degree or above with an excellent academic record in a relevant quantitative field such as Mathematics, Physics, Computer Science, or Engineering
- Strong mathematics and quantitative skills
- Knowledge of Stochastic Calculus and Derivative Pricing or a background in Machine Learning, Data Science, or Applied AI
- Experience in object-oriented programming with languages such as Python, Java, or C++
- Knowledge of Credit and Equity markets and products, with an understanding of Interest Rates and FX risk management preferred