Dr. Margaret Holen
In the Foreign Exchange Strategies group, I perform and present risk management analysis for corporations in the US and Latin America, and structure hedging transactions for those clients. I also implement pricing models for the derivatives trading desk. My job entails collaborating closely with the foreign exchange sales force on writing marketing materials, giving oral presentations, and explaining the quantitative risk management analyses that I perform. Directly following graduate school and before joining Goldman in March 1998, I worked in the Fixed Income Derivatives and Liability Management groups at Lehman Brothers, where my responsibilities included identifying trade opportunities for investors and marketing financing strategies to corporations.

I have an MSc from Oxford ('91) and a PhD from Princeton ('95) in math. (Both my MSc & PhD theses were on topics related to geophysical fluid dynamics.) My undergraduate degree is from the University of Chicago ('90), where I was a math major and a physics minor.

I live in Manhattan with my husband, Dave, who also has a PhD (in Physics) and also works at Goldman Sachs. Outside of work, I enjoy museum-going and modern dance classes, both great NYC activities, as well as escaping the city for hikes in the Hudson River Valley.