Global Markets - One Delta Strats, Associate, Hong Kong
Goldman Sachs
Hong Kong, HK


At Goldman Sachs, our Engineers don’t just make things we make things possible. Change the world by connecting people and capital with ideas.

Solve the most challenging and pressing engineering problems for our clients.

Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action.

Create new businesses, transform finance, and explore a world of opportunity at the speed of markets .

What We Do

As a Synthetic Product Group, we are one of the largest providers of Equity Delta one derivatives in the industry and are constantly looking to expand our offerings in this space to meet client needs.

The mandate and responsibilities of the SPG strats team are very diverse :

  • Leverage cutting-edge data science for innovative inventory management and optimization
  • Develop risk models to improve facilitation of client synthetic flow
  • Automated pricing and workflows : pro-actively automate manual workflows and improve existing processes with particular focus on pricing automation, and business metrics.
  • Develop state of the art funding, liquidity and capital modeling, on the back of our global franchise and macro market making business.
  • Modelling and prediction of pricing inputs (singles and index dividend, funding spread), design of workflow and automation tools to mark these inputs.
  • Develop and maintain our large-scale risk and pricing analytics and infrastructure.

    Who We Look For

    The best candidate will be intellectually curious and pay close attention to detail with a strong desire to grow inside a lean team.

    To excel, they will need to be collaborative, but demonstrate a fair amount of self-sufficiency.


  • 1-3years quantitative or technical experience
  • Experience in data science ideally in a financial markets context
  • Ideally exposure in a Delta One or Funding business (Prime Brokerage, Equity Finance)
  • General familiarity with Equities market structure and / or basic financial mathematics
  • Experience with Python
  • Some knowledge of either Java / Scala / C++
  • Math, CS, or Engineering background
  • Comfortable managing multiple stakeholders both local and global, more or less technical.
  • Demonstrate initiative and showing commercial impact

    At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow.

    Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

    We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs.

    Learn more about our culture, benefits, and people at .

    We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more :

    The Goldman Sachs Group, Inc., 2021. All rights reserved.

    Goldman Sachs is an equal employment / affirmative action employer Female / Minority / Disability / Veteran / Sexual Orientation / Gender Identity


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