Structured Credit Strats – Quantitative Analyst, London

Goldman Sachs in London is seeking a Global Banking & Markets Structured Credit Strats professional to model, price, and manage risk for structured funding derivatives (SFD). You will work across TRS, repos, and other derivatives, spanning multiple asset classes and markets.

The role offers high visibility and exposure to sophisticated, multi-asset transactions in a fast-paced environment. You will enhance pricing models, analyze transaction drivers, and contribute to deal structuring and risk

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