Quantitative Engineer - Eqs Smm Strats Micro Quantitative Engineer - Eqs Smm Strats Micro …

Goldman Sachs
in London, United Kingdom
Permanent, Full time
Last application, 08 Apr 21
Goldman Sachs
in London, United Kingdom
Permanent, Full time
Last application, 08 Apr 21
Quantitative Engineer - Eqs Smm Strats Micro

What We Do
At Goldman Sachs, our Engineers don't just make things - we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets .

Engineering, which is comprised of our Technology Division and global strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities? Start here.

Who We Look For
Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.

Job Summary

Equities EMEA SMM is a systematic market making business covering Equities and liquid futures. As an automated trading business, SMM manages both the financial and operational risks of this business. Candidates joining the desk are engaged in market making and its related functions in EMEA Equities and related products. The desk offers liquidity in a principal capacity to clients of the Execution Services Franchise, and directly to the markets. Team members combine their mathematical, programming and market expertise to build and generate systematic strategies. The desk looks for individuals with strong mathematical skillsets, programming experience, and who are motivated to get hands on experience with algorithmic trading.

Principal Responsibilities
  • Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, flow analysis and microstructure
  • Conduct signal generation research
  • Analysis of our pricing and hedging, including analysis of large data sets to drive strategic improvements to our electronic trading
  • Understanding the regulatory and supervisory environment and demonstrate ownership of our obligations and responsibilities under this.

  • Past experience with building quantitative signals in equities or fixed income
  • Proven ability to analyse data and draw useful commercial conclusions.
  • Track record of learning new skills and adapting to new technologies
  • Ability to communicate and work collaboratively within their own team and with other parts of the firm, e.g. voice trading, other technology teams and functions like economic research which have varying levels of technical knowledge.
  • Demonstrated understanding of and engineering of a safe operating environment, particularly regarding the control environment around electronic trading.
  • Understanding and management of operational risks including identifying and remediating such risks
  • Programming experience in C++, Java, or Python
  • Masters, or PhD in a scientific or quantitative discipline


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.

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers .

We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https:// www.goldmansachs.com/careers/footer/disability-statement.html

© The Goldman Sachs Group, Inc., 2021. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity

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