Quantitative Engineering Rev - Ficcs STIR Strats Quantitative Engineering Rev - Ficcs STIR Strats …

Goldman Sachs
in London, United Kingdom
Permanent, Full time
Last application, 25 Feb 21
Goldman Sachs
in London, United Kingdom
Permanent, Full time
Last application, 25 Feb 21
Quantitative Engineering Rev - Ficcs STIR Strats
Who We Look For
The STIR desk in London is searching for a quant developer to join the team. STIR manages government bond secured funding ( both repo and synthetic ) for the Global Markets Division. We have recently launched a systematic market making book for secured funding and look to grow in that space. An ideal candidate would have strong a strong technical background and problem solving skills, drive to investigate and learn new ideas, and the judgement to deliver quick yet robust solutions.


Job Summary and Responsibilities:
  • Responsible for the desk's pricing, profit/loss, returns, and risk calculations
  • Develop charge models and hedge strategies for automated trading
  • Proactively identify and quantify risks associated with the desk's positions
  • Propose risk-management strategies and solutions
  • Identify and advocate for new business opportunities and necessary infrastructure

Basic Qualifications
  • Bachelors/MS or PhD in a quantitative field - Engineering, Computer Science, Applied Mathematics, Physics.
  • Strong programming background and problem solving ability.
  • Excellent written and verbal communication skills.
  • Ability to work in a high-pressure environment and deliver accurate results quickly.
  • Interest/familiarity with financial modelling

Preferred Qualifications
  • Knowledge of fixed income financial markets / basic financial modelling
  • Academic background in a technical field: Computer Science, Physics or natural sciences, Pure or Applied Mathematics, or Statistics
  • Development background in a structured language (C, C++, Java, Python, etc.)
  • Mathematical knowledge - calculus, probability, statistics
  • Commercial focus, team-oriented, self-motivated
  • Experience working on a trading desk or similar fast-paced, open environment
  • Problem-solving and communication skills, ability to convey technical topics to a diverse audience


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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