Quantitative Engineer - Ficcs Commodities Strats

Location(s) US-NY-New York
Job ID
2021-77825
Schedule Type
Full Time
Level
Associate
Function(s)
Quantitative Engineer
Region
Americas
Division
Engineering
Business Unit
FICC Product Strats
Employment Type
Employee

MORE ABOUT THIS JOB

ENGINEERING

 

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.

 

Strats are at the critical center of our Global Markets business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions.  Want to push the limit of digital and analytical possibilities?  Start here.

 

Who We Look For

We’re looking for a professional to join our Commodities Desk Strat team and help us develop next generation trading analytics utilizing advanced modelling techniques and system architecture solutions.

 

The Goldman Sachs Commodities business facilitates risk transfer and physical logistics for our clients: corporations that produce and consume commodities, investors, and governments throughout the world.  We work with tangible assets: crude oil and products, precious and base metals, natural gas and power, agricultural products.  We are continually building better platforms and applications that enable our franchise increase revenue share.

 

Commodities Strats use their quantitative and scientific training to solve complex business problems. We create cutting-edge derivative instruments and pricing models, provide insight into market behavior via statistical modeling, measure risk of our trading positions, and identify market opportunities. We also build scalable software infrastructure to keep track of our trading activities and market data flow around the world in real time to help facilitate quick decision making.  This role will span across all commodities, with a particular emphasis on natural gas, aiming to enhance and improve desk modeling in the area to support our growing business.

RESPONSIBILITIES AND QUALIFICATIONS

Basic Skills

  • Strong academic background in a relevant field - Computer Science, Physics, Math or a related discipline, including a quantitative understanding of statistics and probability
  • Strong programming skills (Java, C++, Python) are required
  • Willingness to learn and deploy proprietary technologies/scripting languages
  • Excellent communication (verbal and written) are required
  • Must be a collaborative team-player

Preferred Skills

  • Any prior experience modelling Global Commodities or natural gas at a financial services firm is an added plus
  • Any experience working with machine learning tools and software
  • Any experience working with interactive data visualizations tools

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