Quantitative Trading Desk Innovator

The Goldman Sachs Group; New York (NY); On-site; USD 150,000 - 225,000; Full time

Job summary

The Goldman Sachs Group, New York-based quantitative strategists work with bankers, traders and portfolio managers to build models for pricing, trading automation and risk management. You will apply advanced mathematics, programming and analytical thinking to solve real-world financial problems in a fast-paced environment.

Expect collaboration across teams to expand client offerings, optimize operations and generate alpha. A discretionary bonus may be available for active employees at year-end.

Qualifications

• PhD or Masters in applicable field such as Computer Science, Mathematics, Physics, Engineering, Computational Finance, Quantitative Finance.
• Strong programming skills and experience with an object oriented programming language (such as C++, Python, Java).
• Strong analytical and problem solving skills using math, statistics, and programming.
• 1 - 5 years of work experience is preferable.
• Prior experience in Finance industry is preferable.
• Work experience in data analysis is preferable.
• Basic fixed income & bond mathematics knowledge is preferable.
• Experience in development of models for bespoke financial products is preferable.

Responsibilities

• Expanding desk's product offering by developing models for new client trades.
• Enhancing operational scale and reducing desk cost via process automation.
• Analysis and implementation of trading strategies for the desk.
• Development and maintenance of trading systems for the desk.
• Calculation and attribution of the desk's profit and loss.
• Calculation of real-time and daily risk.

Skills

Programming in C++/Python/Java

Analytical & problem solving

Data analysis

Finance experience preferable

1-5 years experience

Education

PhD or Masters in relevant field (CS/Math/Physics/Engineering/CF)

Tools

C++

Python

Java

Job description

The Goldman Sachs Group, New York-based quantitative strategists work with bankers, traders and portfolio managers to build models for pricing, trading automation and risk management. You will apply advanced mathematics, programming and analytical thinking to solve real-world financial problems in a fast-paced environment.

Expect collaboration across teams to expand client offerings, optimize operations and generate alpha. A discretionary bonus may be available for active employees at year-end.