Quantitative Strategist, Global Banking & Markets, Goldman Sachs Electronic Trading (GSET)
About The Position
At Goldman Sachs, quantitative strategists are the cutting edge of our businesses, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and sales, strats' invaluable quantitative perspectives on complex financial and technical challenges power our business decisions. Within our Global Banking & Markets business, Goldman Sachs Electronic Trading (GSET) has launched an initiative to become the top provider in Electronic US Listed Options Trading by building superior technology and delivering high quality products. This vision is a multi-year investment in people, platforms, research, and products. Join our team and participate in the research that powers best-in-class products for top clients across the industry. We are looking for eager, nimble, and ambitious quantitative strategists to join our growing team of visionaries, and drive Goldman Sachs Electronic Trading to achieve and exceed our goals. The ideal candidate thrives on complex challenges, possesses strong mathematical and analytical skills, and is eager to conduct deep dives into financial problems. Our team works with modern Python frameworks and uses KDB databases. Within our team, you will have ample opportunities to be curious, to solve problems for our clients, and directly impact the success of our business.
Requirements
- Advanced degree in a quantitative field.
- 5+ years' experience with KDB and/or Python in a research or machine learning context.
- Experience in data-driven trading performance analysis and optimizations.
- Strong communication skills and the ability to work as part of a team.
Responsibilities
- Design, build and maintain high-performance options trading algorithms for our clients.
- Apply statistical or machine learning techniques across a variety of large datasets in order to build strong predictive models.
- Use Trade Cost Analysis (TCA) to monitor, analyze and improve the execution of options trading algorithms.
- Communicate with traders, sales, clients, and compliance officers about new features and models.
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Industry
Securities, Commodity Contracts, and Other Financial Investments and Related Activities
Education Level
Ph.D. or professional degree
Number of Employees
5,001-10,000 employees
