Global Banking & Markets - Quantitative Researcher - Associate / VP -London

Goldman Sachs Group, Inc.; City Of London; On-site; GBP 70,000 - 100,000; Full time

Job summary

A leading financial services firm in the City of London is looking for a Quantitative Strategist to lead strategies on their Quantitative Trading & Market Making desk. The successful candidate will develop and implement quantitative models for trading and risk management while collaborating closely with engineering teams. Applicants should have a strong academic background in a relevant quantitative field and programming skills in C++, Java, or Python. This is an opportunity to work in a dynamic, high-pressure environment.

Qualifications

• Excellent academic record in a quantitative field.
• Strong programming skills in C++, Java, or Python.
• Ability to manage multiple priorities in a high-pressure environment.
• Excellent written and verbal communication skills.

Responsibilities

• Lead strategies on the Quantitative Trading & Market Making desk.
• Build models that drive systematic strategies for trading decisions.
• Implement frameworks to manage risk and build optimal portfolios.
• Collaborate with Quant Developers and engineering teams.
• Collaborate with Quant Developers on strategy development.

Skills

Statistical analysis

C++

Java

Python

Self-management

Communication skills

Education

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

Job description

MORE ABOUT THIS JOB Job Description

In Goldman Sachs quantitative strategists are a 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 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.

Role Responsibilities

• 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.

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.
• Self-starter with strong self-management skills, ability to manage multiple priorities and deliver in a high-pressure environment.
• Excellent written and verbal communication skills.

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.