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About the Role

We are a team of FICC Quantitative Researchers transforming the Fixed Income, Currencies, and Commodities (FICC) business through quantitative trading and automation. Our team covers Interest Rates (IR), Foreign Exchange (FX), Credit, and Commodities, employing strategies like market making, automatic quoting, central risk books, systematic trading, and algorithmic execution across global venues. We utilize advanced statistical analysis, mathematical models, machine learning, and AI to enhance business performance, collaborating closely with traders and salespeople.

Responsibilities

Take a leading role on the Quantitative Trading & Market Making desk, building market making and quoting strategies across FICC products.
Use advanced statistical analysis and quantitative techniques (e.g., neural networks, machine learning, factor models) to build models driving systematic alpha strategies for real-time trading and risk management decisions.
Implement frameworks for central risk management and optimal portfolio construction across FICC asset classes.
Build model calibration frameworks for advanced statistical and AI models, operating at scale with large time series data, ensuring accuracy and compliance.
Drive market making strategy development using various technologies and collaborate with Quant Developers and core engineering teams to enhance analytics infrastructure and trading tools.
Develop and enhance critical pricing, trading, and risk tools, and create new frameworks leveraging trade and franchise data to optimize and systematize market making and hedging strategies.

Requirements

Excellent academic record in a relevant quantitative field (e.g., physics, mathematics, statistics, engineering, computer science).
Strong programming skills in an object-oriented or functional paradigm (e.g., C++, Java, Python).
Self-starter with strong self-management skills, ability to manage multiple priorities, and deliver in a high-pressure environment.
Excellent written and verbal communication skills, with the ability to articulate complex quantitative concepts to both technical and non-technical audiences.

Skills

Quantitative Trading
Market Making
Statistical Analysis
Quantitative Techniques
Neural Networks
Machine Learning
Factor Models
Systematic Alpha Strategies
Risk Management
Portfolio Construction
Model Calibration
AI
Time Series Data Analysis
C++
Java
Python
Algorithmic Execution

Location

London

Work Type

Full-time

Experience Level

Associate
VP

Education Level

Bachelor's degree or higher in a quantitative field

Benefits

Training and development opportunities
Firmwide networks
Wellness programs
Personal finance offerings
Mindfulness programs

About the Company

Goldman Sachs is a leading global investment banking, securities and investment management firm founded in 1869.
Headquartered in New York, the firm maintains offices around the world.
We are committed to fostering and advancing diversity and inclusion.

Equal Opportunity

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.
We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process.