Global Banking & Markets, FICC SMM Quantitative Researcher, Associate / VP, London London Uni ...

FICC Quantitative Researcher, Associate / VP, London

We are a team of FICC Quantitative Researchers who work to transform the Fixed Income, Currencies, and Commodities (FICC) business through quantitative trading, automating the key decisions taken every day. Our team has a wide remit across product types such as Interest Rates (IR), Foreign Exchange (FX), Credit, and Commodities, 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, including advanced machine learning and AI, to improve business performance while working closely with traders and salespeople on the trading floor to bring value to our clients and the firm.

• Take a leading role on our Quantitative Trading & Market Making desk, building market making and quoting strategies across FICC products.
• Use advanced statistical analysis and quantitative techniques such as neural networks, machine learning, and factor models to build models that drive systematic alpha strategies which make real-time trading and risk management decisions.
• Implement frameworks to manage risk centrally and build optimal portfolios across FICC asset classes.
• Build model calibration frameworks for our advanced statistical and AI models, operating at scale with large quantities of time series data, ensuring accuracy and compliance.
• Drive our market making strategy development using a range of technologies, and collaborate closely with Quant Developers and core engineering teams to enhance core analytics infrastructure and trading tools.
• Develop and enhance critical pricing, trading, and risk tools, and create new frameworks leveraging trade and franchise data to optimize and systematize market making and hedging strategies.

Excellent written and verbal communication skills, with the ability to articulate complex quantitative concepts to both technical and non-technical.

• 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.

We offer a wide range of health and welfare programs that vary depending on office location. These generally include medical, dental, short- and long-term disability, life, accidental death, labor accident and business travel accident insurance. We offer competitive vacation policies based on employee level and office location, and financial wellness and retirement assistance, medical advocacy service, and more. For eligible employees we also provide fitness and childcare support.

Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.