Systematic Market-Making Quant Engineer

Goldman Sachs; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

Goldman Sachs in London is seeking a quantitative developer to design, build, and optimize high-performance trading systems. You will work with traders and technologists to translate financial ideas into robust software that scales under low latency conditions.

The role emphasizes algorithm design, data-driven performance analysis, and rapid feature delivery, with a strong focus on Java or C++ and clear communication within cross-functional teams.

Qualifications

• Advanced degree in Computer Science or Financial Technology.
• 2–5 years of relevant work experience.
• Proficiency in Java or C++.
• Extensive experience designing and implementing algorithms for US trading.
• Experience in data-driven trading strategy performance analysis and optimizations.
• Strong communication skills and the ability to work as part of a team.

Responsibilities

• Design, build, and maintain high-performance, nimble trading strategies for internal and external clients.
• Monitor trading performance for strategies daily and build algo customization based on clients’ needs.
• Utilize understanding of market structure, regulations, exchange service offerings and implement changes accordingly.
• Communicate with traders, sales, clients, and compliance officers about new feature requests and explanations.

Job description

Goldman Sachs in London is seeking a quantitative developer to design, build, and optimize high-performance trading systems. You will work with traders and technologists to translate financial ideas into robust software that scales under low latency conditions.

The role emphasizes algorithm design, data-driven performance analysis, and rapid feature delivery, with a strong focus on Java or C++ and clear communication within cross-functional teams.