Quantitative Structured Credit Strats – Pricing & Risk

Goldman Sachs in London seeks a Structured Credit Strats specialist within the Global Markets Division to model and price structured transactions and build risk management tools. Focus on SFD: TRS, repos, and other derivatives across bonds, loans, ABS, private credit, and equities.

Work on end-to-end data-driven models, improve pricing, analyze transaction risks, and collaborate with traders and quants in a fast-paced multi-asset environment.

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