FICC Quantitative Researcher - Market Making & AI Models

Goldman Sachs Group; Greater London; Hybrid; GBP 180,000 - 250,000; Full time

Job summary

Goldman Sachs is seeking a FICC SMM Quantitative Researcher, Associate/VP in London to drive market making and quantitative strategies across IR, FX, Credit, and Commodities. You will develop models, pricing, and risk tools, collaborating with traders and engineers on scalable analytics infrastructure.

The role requires a strong quantitative background, programming excellence in C++, Java, or Python, and the ability to manage multiple priorities in a fast-paced environment.

Qualifications

• Degree in physics, mathematics, statistics, engineering, or computer science.
• Strong programming skills in C++, Java, or Python.
• Self-starter with ability to manage multiple priorities in a high-pressure environment.
• Excellent communication skills to articulate complex quantitative concepts.

Responsibilities

• Take a leading role on our Quantitative Trading & Market Making desk, building market making and quoting strategies across FICC products.
• Use advanced statistical analysis and quantitative techniques such as neural networks, machine learning, and factor models to build models that drive systematic alpha strategies which make real-time trading and risk management decisions.
• Implement frameworks to manage risk centrally and build optimal portfolios across FICC asset classes.
• Build model calibration frameworks for our advanced statistical and AI models, operating at scale with large quantities of time series data, ensuring accuracy and compliance.
• Drive our market making strategy development using a range of technologies, and collaborate closely with Quant Developers and core engineering teams to enhance core analytics infrastructure and trading tools.
• Develop and enhance critical pricing, trading, and risk tools, and create new frameworks leveraging trade and franchise data to optimize and systematize market making and hedging strategies.

Skills

C++

Java

Python

Quantitative research

Education

Degree in physics, mathematics, statistics, engineering, or computer science

Job description

Goldman Sachs is seeking a FICC SMM Quantitative Researcher, Associate/VP in London to drive market making and quantitative strategies across IR, FX, Credit, and Commodities. You will develop models, pricing, and risk tools, collaborating with traders and engineers on scalable analytics infrastructure.

The role requires a strong quantitative background, programming excellence in C++, Java, or Python, and the ability to manage multiple priorities in a fast-paced environment.