Quantitative Engineer - Eqs Spg Strats Quantitative Engineer - Eqs Spg Strats …

Goldman Sachs
in London, United Kingdom
Permanent, Full time
Be the first to apply
Competitive
Goldman Sachs
in London, United Kingdom
Permanent, Full time
Be the first to apply
Competitive
Quantitative Engineer - Eqs Spg Strats
MORE ABOUT THIS JOB
ENGINEERING

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.

RESPONSIBILITIES AND QUALIFICATIONS

Divisional Overview Goldman Sachs' Strats business unit is a world leader in developing quantitative and technological techniques to solve complex business problems. Working within the firm's trading, sales, banking and investment management divisions, strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities.

Securities Strats play important roles in several areas. Some Strats sit on trading desks, creating cutting-edge derivative pricing models and developing empirical models to provide insight into market behavior. Others develop automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading. Sales Strats work directly with the firm's sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs. Between these teams, Core Strats design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms.
Job Summary & Responsibilities The Synthetic Products Group desk writes swaps on Equities to our Prime Brokerage clients and other market counterparties. The strat team is responsible for tools to price and risk manage these positions, including the management of stock inventory and capital. The role involves:
  • Developing models to evaluate the cost of inventory and financing
  • Building and maintaining trading and risk management platforms
  • Optimising internal positions for use in financing strategies
  • Building tools for traders, sales and strats to visualize all of the above
Basic Qualifications Successful members of our team hold Masters and Doctoral degrees in Mathematics, Computer Science, Physics, Engineering, and many other fields.

Although the work performed by Strats is financial in nature, applicants need not have specific financial knowledge or experience to apply. As a business unit, we are interested in bright individuals who have advanced mathematical and computational backgrounds and a willingness to learn about finance.

We are interested in applicants who possess skills in several of the following areas:

• Mathematics: Understanding of partial differential equations, time series analysis, statistics and numerical techniques.
• Technology: Experience of object oriented design, implementation of optimization algorithms and working in different programming languages.
• Finance: Understanding of market dynamics and conventions, and of different products' behaviors and specifications. An understanding of financing markets or the Prime Brokerage business would be beneficial.

Goldman Sachs is an equal opportunities employer and is committed to the principle of diversity. Goldman Sachs conducts background checks on individuals offered employment with the firm and employment with Goldman Sachs is conditional upon individuals successfully completing those checks. As past of the background check process, Goldman Sachs may need to obtain a record of disclosable criminal convictions form a government agency such as the Criminal Records Bureau. The firm has adopted policies on the recruitment of ex-offenders and on the retention, storage and disposal of criminal information which are available on request.

ABOUT GOLDMAN SACHS
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.

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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