Quantitative Engineer - Eqs Fast Strats

Location(s) US-NY-New York
Job ID
2021-81204
Schedule Type
Full Time
Function(s)
Quantitative Engineer
Region
Americas
Division
Engineering
Business Unit
Equity Finance Strats
Employment Type
Employee

MORE ABOUT THIS JOB

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.

 

Our team is a fundamental part of the Equities business within the Global Markets Division. We drive major business decisions and provide valuable analytics and recommendations to internal stakeholders as well as external clients. In this entrepreneurial role, we balance our time between building large, scalable platforms to democratize data and providing analysis and advice to the desk, management or clients. Our team has a direct impact on key revenue streams for the group.

 

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.

 

Your Impact

If you are looking for a high impact position allowing you to fully leverage your strong quantitative, analytics, programming and communication skills, then our team is the ideal opportunity for you. You will build data analytics systems and platforms and use them to identify and execute new revenue opportunities while working closely with salespeople, traders, and senior leadership. You will be integrated into the activities of the trading floor and will have the opportunity to inform the decisions of senior business leaders. If your interests include the Equities markets, business optimization or machine learning, you will find your place amidst our diverse team.

RESPONSIBILITIES AND QUALIFICATIONS

Responsibilities

As a member of our team, you should have a keen interest in Equities products and markets, and be excited to gain a deeper understanding of how each of our desks (Prime, 1-Delta Execution, Derivatives, etc.) operate to serve our clients.  This role calls for strong programming and analytical skills, and will draw upon your knowledge of machine learning and statistics.  You will be challenged to rapidly prototype early-stage solutions as well as design and implement robust, production-quality systems. You will be responsible for developing, maintaining, and leveraging a variety of quantitative models, large data sets, and analytical tools. You will be expected to demonstrate a strategic mindset by proposing new business metrics, identifying commercial opportunities, and suggesting alternatives or improvements to existing processes. You will also need to collaborate regularly with colleagues in other Engineering teams, sales, trading, and other roles, including those based in our other offices around the world.

  

 

Basic Qualifications

  • BS or MS in Mathematics, Applied Mathematics, Statistics, Financial Engineering, Data Science, Computer Science, Computer Engineering, or related field
  • 2-4 years’ prior work experience
  • Strong programming skills in Python or similar language
  • Experience with developing and maintaining machine learning models, extensive knowledge of ML concepts and frameworks (e.g. Random Forests, TensorFlow)
  • A strong grasp of probability and advanced statistics, and their potential in solving equities-centric business problems
  • Excellent verbal and written communication skills
  • Ability to work as part of a global team and deliver results quickly
  • Comfortable working on multiple projects, demonstrating initiative and showing commercial impact
  • Responsive to tactical business needs while continuing to meet strategic goals

Preferred Qualifications

  • Fluency in multiple programming languages (e.g. Java, C++)
  • Experience working in an equities trading front-office environment with frequent salesperson/trader interaction
  • Experience working with equities transaction and market data
  • Experience building and leveraging business intelligence tools
  • Prior exposure to a range of equities products, services, and desks, including Prime Brokerage

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