Quantitative Trading Desk Strategist

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

Job summary

Goldman Sachs in New York is seeking quantitative strategists to expand the desk’s product offerings and build automated systems for pricing, trading, and risk management. The team collaborates with management, trading, sales, and finance to create financial products and optimize client experiences.

You will work with advanced mathematics, programming, and data analysis to develop models, automate processes, and drive revenue in a fast-paced environment.

Qualifications

• PhD or Masters in applicable field such as Computer Science, Mathematics, Physics, Engineering, Computational Finance, Quantitative Finance.
• Strong programming skills with an object-oriented language (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

C++

Python

Java

Education

PhD or Masters in relevant field

Job description

Goldman Sachs in New York is seeking quantitative strategists to expand the desk’s product offerings and build automated systems for pricing, trading, and risk management. The team collaborates with management, trading, sales, and finance to create financial products and optimize client experiences.

You will work with advanced mathematics, programming, and data analysis to develop models, automate processes, and drive revenue in a fast-paced environment.