Global Banking & Markets - Quantitative Engineering - Associate/Vice President - London
at Goldman Sachs
Posted a month ago
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- Compensation
- Not specified
- City
- London
- Country
- United Kingdom
Currency: Not specified
Join the Systematic Trading Strategy (STS) team to design, implement and support indices and quantitative products for front-office use. Responsibilities include index methodology development and documentation, implementation in front-office modelling systems, parameter analysis and robustness testing, and integration into pricing and risk models. The role also involves ongoing production support and collaboration with sales and trading teams to market and manage risk for index-based products. Strong quantitative and programming skills, plus stakeholder management and commercial awareness, are required.
GLOBAL BANKING & MARKETS
Our core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor.
OUR IMPACT
We are part of the Systematic Trading Strategy (STS) team. The STS team develops systematic and client led investment strategies for our clients. The Strats business unit is a world leader in developing quantitative and technological expertise 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.
RESPONSIBILITIES
The role will cover the full spectrum of index development and support, including implementation in the front-office modelling system, index methodology documentation, product development, parameter analysis and robustness testing, integration into front-office pricing and risk models, ongoing support for production indices and risk systems, and working with the relevant sales and trading teams on marketing and risk management.
BASIC QUALIFICATIONS
- Bachelors, Masters, or PhD in Mathematics, Physics, Computer Science, Engineering or similar subject.
- Strong quantitative skills.
- Strong programming skills, including clear understanding of algorithms and data structures.
- Excellent written and verbal communication skills
- High level of diligence and discipline
- Comfortable managing multiple stakeholders, demonstrating initiative and showing commercial impact
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
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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.
