• Securities, QES Team, London

    Location(s) UK-London
    Job ID
    2019-52736
    Schedule Type
    Full Time
    Level
    Associate
    Function(s)
    General
    Region
    EMEA
    Division
    Securities
    Business Unit
    EQ Desk Strats
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

    SECURITIES

    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.

     

    At Goldman Sachs, our culture is one of teamwork, innovation and meritocracy. We often say our people are our greatest asset and we take pride in supporting each colleague both professionally and personally.  From collaborative work spaces and ergonomic services to wellbeing and resilience offerings, we offer our people the flexibility and support they need to reach their goals in and outside the office.

    RESPONSIBILITIES AND QUALIFICATIONS

    The Quantitative Execution Services (QES) team is part of a global team responsible for execution algo research, portfolio research, client tailored servicing and generation of quantitative content.

    Leaders in a competitive environment, we ensure that we remain at the cutting edge of academic advancements, innovation, and technology/infrastructure.

    This role is part of the portfolio research pillar in QES.

     

    Responsibilities:

    • Research and implementation of algorithmic portfolio execution strategies based on academic and in-house research as well as incorporating novel data sources and models
    • Research can encompass but not limited to further advancements on intraday risk, transaction cost, volume prediction and optimisation models
    • Customised client  analysis of our solutions on their portfolio trade
    • Communication with clients on both high-level ideas and deep dives of research and implementation rationale

    Qualifications:

    • Masters/PhDs in quantitative fields such as Engineering, Mathematics, Computer Science, Operations Research
    • Solid background in Information/Signal Processing/Control Theory/Optimisation preferred
    • Extensive experience (2+ years) in analytical programming (python preferred) required
    • Experience in Execution, Market/Trading Dynamics (equities) preferred for recent grads; required for those with 2+ years industry experience
    • Excellent written/verbal communication skills
    • Hard-working/motivated personality
    • Team player, great attention to detail, ability to multi-task

    ABOUT GOLDMAN SACHS

    The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.

    © The Goldman Sachs Group, Inc., 2019. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.