Quantitative Backend Developer – Systematic Market Making

Goldman Sachs; Greater London; On-site; GBP 120,000 - 190,000; Full time

Job summary

Goldman Sachs in London is seeking a Quantitative Developer to design, build, and maintain high-performance trading infrastructure and strategies. You will work closely with traders and engineers to translate complex models into robust, low-latency systems.

The ideal candidate has a solid technical background in computer science or financial technology, 2–5 years of experience, and proficiency in Java or C++. Strong communication and teamwork are essential in our fast-paced, global environment.

Qualifications

• Advanced degree in computer science or financial technology.
• 2–5 years of relevant work experience.
• Proficiency in Java or C++.
• Strong communication skills and ability to work as part of a team.

Responsibilities

• Design, build, and maintain high-performance, yet nimble and adaptive trading strategies for internal and external clients.
• Monitor trading performance for strategies daily and build algo customization based on clients’ needs.
• Utilize deep understanding of market structure, regulations, exchange service offerings and implement changes to these on an on-going basis.
• Communicate with traders, sales, clients, and compliance officers about new feature requests, explanation of existing features, etc.

Skills

Java

C++

Low-latency

Communication skills

Education

Advanced degree in Computer Science or Financial Technology

Job description

Goldman Sachs in London is seeking a Quantitative Developer to design, build, and maintain high-performance trading infrastructure and strategies. You will work closely with traders and engineers to translate complex models into robust, low-latency systems.

The ideal candidate has a solid technical background in computer science or financial technology, 2–5 years of experience, and proficiency in Java or C++. Strong communication and teamwork are essential in our fast-paced, global environment.