Quantitative Engineer – Eqs Execution Solutions
Equity GSET Strats
MORE ABOUT THIS JOB
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.
This (front desk) team is part of the Equities 1-D strats and is primarily responsible of pre-trade analytics, execution research, marketing materials, market microstructure studies, impact analysis of structural or regulatory changes, transaction cost modeling (TCM), post-trade analysis of execution quality/ trading algorithms and other quantitative investigations of interest to both the agency and principal execution desks.
Duties & Responsibilities:
We are looking for 3-4 highly motivated professionals to join our Global Equities Execution Solutions Strats team serving Global Equities markets. The team works closely with the Sales Trading, Electronic Trading (GSET) and Program Trading (PT) coverage, Quantitative Execution Research (QES) teams to provide data and perform analyses in response to client requests, related to market events or driven by developments in our service offering. Envisioned by the four themes of Insight, Scale, Efficiency and Commercial Impact, key responsibilities include but are not limited to:
Client requests for post-trade, deep-dives and one-off analyses
Working with large, noisy, high-dimensional real-world datasets using statistical technique
Exploratory investigations of performance and workflow inefficiencie
Tools for the automation of recurring requests and other research initiative
Authoring of reports and presentations for sales, coverage and GS clients
RESPONSIBILITIES AND QUALIFICATIONS
Sound judgement, responsible and with solid work ethic
Strong background in a science/ engineering or econometrics field of study (e.g. Computer Science/ Data Science/ Mathematics/ Statistics/ Business Analytics/ Financial Engineering)
Strong quantitative and problem solving skills with focus on the ability to formulate hypotheses, test them and distil them into practical models for use in trading algorithms, pre/post trade analysis, market- microstructure research, visualization etc.
Strong base in probability and statistics.
Strong programming skills using modern languages e.g. C++/Java/Scala/Python.
Working knowledge of databases e.g. SQL/ Q (Kdb).
Experience in UI design (using React JS, Angular) is a strong plus.
Ability to effectively communicate and present results highlighting the broader commercial and strategic impact.
Required to work with significant volumes of data and systems.
Ability to work in collaborative and time-sensitive environment
Preferred candidates will possess:
1+ years in financial services/ related domain
Data science and machine learning background i.e. ability to perform data scrubbing, preprocessing, exploratory analysis, hypotheses testing, model fitting etc. and familiarity with recent machine learning frameworks/libraries
Familiarity with financial markets, products, sales and trading a plus
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://
Â© 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
ApplyApplyEmail a Friend