Vice President, Quantitative Engineering

About the role

Public Dept at Goldman Sachs focuses on quantitative engineering for the Global Banking & Markets division. The role builds and maintains derivatives pricing models for equity swaps, futures, OTC equity derivatives, and structured payoffs, while designing automated risk management frameworks for equity, FX, and other exposures. Works alongside traders, technology, and risk teams to improve pricing, booking, and risk workflows and supports onboarding of new products and markets. Bengaluru, India, on-site, 3 days onsite.

What you’ll do

• Develop and maintain derivatives pricing models for equity swaps, futures, OTC equity derivatives, and structured payoffs
• Design automated risk management frameworks for equity, FX, and other exposures
• Partner with traders on risk management and P&L attribution
• Act as bridge between trading, technology, and risk teams
• Drive process improvements across pricing, booking, and risk workflows
• Support onboarding of new products and markets

What you’ll bring

• Strong programming skills
• Strong academic background in Computer Science, Engineering, Physics or Mathematics
• Strong interpersonal and communication skills
• Ability to work in a dynamic fast‑paced environment
• Ability to solve problems and explain underlying ideas

Skills

Education

Bachelor's in Computer Science, Engineering, Physics, or Mathematics