Quantitative Researcher - FICC Systematic Market Making - Associate/VP - London Quantitative Researcher - FICC Systematic Market  …

Goldman Sachs
in London, United Kingdom
Permanent, Full time
Last application, 26 Nov 21
Goldman Sachs
in London, United Kingdom
Permanent, Full time
Last application, 26 Nov 21
Quantitative Researcher - FICC Systematic Market Making - Associate/VP - London

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.

SMM is a systematic market making business covering a wide range of FICC products: FX, Commodities, interest rates, credit. As an automated trading business, SMM manages the financial as well as operational risks inherent in this endeavor. We are looking for someone to work on the quantitative research aspect of market making. The successful candidate will focus on specific asset classes, e.g. FX, and work on improving our pricing and hedging capabilities, analyze client trading behavior, model market impact, etc.

Principal Responsibilities
  • Generate ideas for models and strategies to improve pricing and risk-management
  • Build, test and deploy those strategies in a fast-paced production environment.
  • Manage the operational risks inherent in a fast-moving automated trading business.
  • Collaborative working with colleagues across business lines and across regions.
  • Work productively with people outside the electronic trading business, e.g. other traders, strats and engineers in the firm.
  • Understand the regulatory and supervisory environment and demonstrate ownership of our obligations and responsibilities under this.
  • Strong academic background in Computer Science or an analytical field such as Mathematics, Physics, Engineering, etc.
  • Proven ability to analyze large data sets and draw useful commercial conclusions.
  • Development in real-time algorithmic systems. Familiarity with Java and Python preferred, though not absolutely essential. In the absence of these, strong familiarity with alternative languages is essential to demonstrating an ability to develop production code.
  • Ability to communicate and work collaboratively within their own team and with other parts of the firm, e.g. voice trading, other technology teams and functions like economic research which have varying levels of technical knowledge.
  • Demonstrated understanding of and engineering of a safe operating environment, particularly regarding the control environment around electronic trading.
Preferred Experience
  • Experience working on FX Market making and execution
  • Low-latency Java
  • Know your way around a Linux terminal.


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., 2021. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity

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