Global Banking & Markets - Quantitative Engineering - Analyst / Associate - London

Role

Quantitative Engineer

Overview

At Goldman Sachs, quantitative strategists are renowned for building and developing quantitative and technological solutions to tackle complex analytical challenges. As a Portfolio Analytics Strategist, you will collaborate closely with trading desks and the business to define, implement, and manage the analytics required to enhance decision-making and maintain a competitive edge. This includes real-time pricing, risk analytics, large-scale analysis, and optimizations, along with addressing technical challenges in a scalable manner. A strategist stays at the heart of the action on the trading floor, remaining aware of and adapting to market environments, while working closely with key business stakeholders.

Your impact

As a portfolio analytics strategist, you will work with trading desks and desk strategists to integrate pricing models into state-of-the-art risk management tools. You will be a key partner for the business on all risk management topics. This unique position sits at the intersection of mathematical models and real-life implementation, enabling you to make a significant impact by bridging theory and execution. Strategists collaborate with colleagues from multiple regions and adjacent analytical teams to develop scalable, cutting-edge technology.

Responsibilities

• Develop cutting-edge risk management capabilities, providing fast and reliable tools for different desks and businesses.
• Perform systematic and quantitative analysis of various markets and implement the most optimal risk calculations accordingly.
• Work closely with trading desks and provide support for risk management systems.
• Engage in all stages of the software development life cycle across a range of technologies and collaborate with engineering teams supporting the underlying infrastructure and frameworks.

Qualifications

• Excellent academic background in a quantitative field such as mathematics, physics, statistics, or computer science. A major in computer science with an interest in quantitative topics, or a quantitative background with a strong interest in implementation, is preferred.
• Strong programming skills in an object-oriented or functional language such as C++, Java, or Python.
• Self-starter with strong self-management skills, the ability to manage multiple priorities, and the capacity to thrive in a high-paced environment.
• Excellent written and verbal communication skills.
• Experience in finance or with a cutting-edge technology company is a plus.
• Experience in building risk management systems (irrespective of asset class) is a plus.
• Previous quantitative or technical role working on or with a derivatives trading desk (irrespective of asset class) is a plus.

 

About Goldman Sachs

At Goldman Sachs, we commit our people, capital, and ideas to help our clients, shareholders, and the communities we serve 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 are committed to fostering and advancing diversity and inclusion in our workplace by ensuring every individual has opportunities to grow professionally and personally, from training and development programs and firm-wide networks to benefits, wellness, and personal finance offerings.

 

We are 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., 2023. All rights reserved.

 

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