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.
ABOUT GOLDMAN SACHS
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.
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