Global Banking & Markets - Quantitative Engineering - Trading Strats - Vice President - London Join to apply for the Global Banking & Markets - Quantitative Engineering - Trading Strats - Vice President - London role at Goldman Sachs
Global Banking & Markets - Quantitative Engineering - Trading Strats - Vice President - London
Join to apply for the Global Banking & Markets - Quantitative Engineering - Trading Strats - Vice President - London role at Goldman Sachs
Working in close collaboration with traders and sales, strats' invaluable quantitative perspectives on complex financial and technical challenges power our business decisions.
Working in close collaboration with traders and sales, strats' invaluable quantitative perspectives on complex financial and technical challenges power our business decisions.
We are a team of strategists who work to transform the Equity business through quantitative trading, automating the key decisions taken every day. Our team has a wide remit across product types such as stock, options, ETFs and futures, with strategies including market making, automatic quoting, central risk books, systematic trading and algorithmic execution, trading on venues around the world. We deploy statistical analysis techniques and mathematical models to improve business performance while working closely with traders and salespeople on the trading floor to bring value to our clients and the firm.
Take a leading role on our Quantitative Trading & Market Making desk, building market making and quoting strategies across equities products from cash to derivatives.
Use advanced statistical analysis and quantitative techniques such as neural networks to build models that drive systematic strategies which make trading and risk management decisions in real time.
Implement frameworks to manage risk centrally and build optimal portfolios across asset classes using factor models and other techniques
Build model calibration frameworks for our advanced statistical and AI models, operating at scale with large quantities of time series data
Drive our market making strategy development using a range of technologies, and collaborate closely with Quant Developers and core engineering teams
Excellent academic record in a relevant quantitative field such as physics, mathematics, statistics, engineering or computer science.
Strong programming skills in an object oriented or functional paradigm such as C++, Java or Python.
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'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. We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law. Employment type Full-time
Job function Finance and Sales
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