Quantitative Engineer-FICC Desk Strats

Location(s) UK-London
Job ID
2020-61829
Schedule Type
Full Time
Level
Vice President/Executive Director
Function(s)
Quantitative Engineer
Region
EMEA
Division
Securities
Business Unit
FICC 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.

RESPONSIBILITIES AND QUALIFICATIONS

Job Summary

 

Candidates joining the Credit Strat desk are engaged in researching and implementing quantitative signals in credit space. Team members combine their mathematical, programming and market expertise to build and generate strategies.

The desk looks for individuals with strong mathematical skillsets, programming experience, and who are motivated to get hands on implementing strategies.

RESPONSIBILITIES AND QUALIFICATIONS

Responsibilities

  • Conduct signal generation research
  • Conduct research on trading cost models, liquidity models, risk models, and portfolio construction methodology
  • Communicate findings with traders

Basic Qualifications 

  • Experience conducting research and applying statistical methods to large data sets
  • Strong programming experience in Python
  • Masters or PhD in a scientific or quantitative discipline

Preferred Qualifications

  • Past experience building quantitative signals in the Credit Space
  • Good knowledge of Credit products

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://www.goldmansachs.com/careers/footer/disability-statement.html



© The Goldman Sachs Group, Inc., 2020. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity