Global Banking & Markets, Quantitative Market Making Strat, VP, London

NCAA (National Collegiate Athletic Association); London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a Quantitative Strategist to join their dynamic team in London. In this pivotal role, you will implement market making strategies and develop algorithms that enhance trading decisions across various equity products. Collaborating closely with traders and engineers, you will leverage your strong programming skills and analytical expertise to drive risk management and optimize business performance. This is a unique opportunity to work at the forefront of quantitative finance, using advanced statistical analysis and innovative techniques to shape the future of trading. If you thrive in a high-pressure environment and have a passion for quantitative analysis, this role is perfect for you.

Qualifications

• Excellent academic record in a quantitative field.
• Strong programming skills in C++, Java, or Python.
• 5+ years of relevant experience.

Responsibilities

• Lead on Quantitative Market Making desk implementing strategies.
• Build automated hedging algorithms and manage risk.
• Perform quantitative analysis to drive business strategy.

Skills

Statistical Analysis

Programming (C++, Java, Python)

Quantitative Analysis

Risk Management

Self-management

Communication Skills

Education

Degree in Physics

Degree in Mathematics

Degree in Statistics

Degree in Engineering

Degree in Computer Science

Job description

In Goldman Sachs, quantitative strategists are at the cutting edge of our businesses, solving real-world problems through a variety of analytical methods. 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 desk strategists who work to transform the FICC and Equity Derivatives businesses by automating the key decisions taken every day. Our team has a wide remit including automatic quoting, optimizing hedging decisions, and developing algorithms to trade derivatives on venues around the world. We also deploy statistical analysis techniques and mathematical models to enhance the decision-making process, with the overall aim of improving business performance while working closely with traders and salespeople on the trading floor.

Role Responsibilities

• Take a leading role on our Quantitative Market Making desk, implementing market making strategies across equities products from stocks to futures and options.
• Implement automated hedging algorithms, and build frameworks to manage risk centrally across asset classes using factor models and other techniques.
• Perform systematic and quantitative analysis of flows and market data, driving business strategy and the design of our quantitative market making platform.
• Use advanced statistical analysis and quantitative techniques such as neural networks to build models that drive market making and risk management decisions in real time.
• Be involved in platform software development across a range of technologies, and collaborate closely with engineering teams who support the underlying infrastructure and platforms.

Basic Qualifications

• 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 least 5 years' experience.
• Self-starter with strong self-management skills, ability to manage multiple priorities and work in a high-pressure environment.
• Excellent written and verbal communication skills.