Global Banking & Markets, Quantitative Researcher, Trading Strats, Associate, London London U ...

Opportunity Overview

• Corporate Title: Associate
• Office Location: London
• Job Function: Quantitative Engineering - Trading Strats
• Division: Global Banking & Markets

Job Description

At Goldman Sachs, our quantitative strategists are at the forefront of our business, solving real-world problems using various analytical methods. Working closely with traders and sales, they provide invaluable quantitative insights into complex financial and technical challenges that drive our business decisions.

We are a team dedicated to transforming the Equity business through quantitative trading and automation of key decisions. Our scope includes products such as stocks, options, ETFs, and futures, with strategies like market making, automatic quoting, risk management, systematic trading, and algorithmic execution across global venues. We utilize statistical analysis and mathematical models to enhance business performance and collaborate closely with traders and sales to deliver value to clients and the firm.

Role Responsibilities

1. Lead our Quantitative Trading & Market Making desk, developing market making and quoting strategies for equities, from cash to derivatives.
2. Apply advanced statistical analysis and techniques like neural networks to create models that inform systematic trading and risk management decisions in real time.
3. Develop frameworks for risk management and portfolio optimization across asset classes using factor models and other methods.
4. Create model calibration frameworks for advanced statistical and AI models, handling large-scale time series data.
5. Advance our market making strategies using diverse technologies and collaborate with Quant Developers and engineering teams.

Basic Qualifications

• Strong academic background in physics, mathematics, statistics, engineering, or computer science.
• Proficient programming skills in languages such as C++, Java, or Python.
• Self-motivated with excellent self-management skills, capable of managing multiple priorities under pressure.
• Excellent communication skills, both written and verbal.