Eqs Deriv Automation Strats
Our core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor.
In Goldman Sachs quantitative strategists are a 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.
We are a team of desk strategists who work to transform the FICC and Equity Derivatives businesses by automating the key decisions taken every day. Our team has a wide remit including automatic quoting, optimizing hedging decisions and developing algorithms to trade derivatives on venues around the world. We also deploy statistical analysis techniques and mathematical models to enhance the decision making process, with the overall aim of improving business performance while working closely with traders and salespeople on the trading floor.
- Lead a team of engineers with varying quantitative and technical skillsets, from developers to Site Reliability Engineers and quantitative researchers
- Implement automated hedging algorithms to hedge risk arising from systematic strategies
- Assist in the design, backtesting and optimization of systematic strategy payoffs, and the associated hedging approaches
- Use techniques including Bayesian statistics and machine learning to improve automated decision making, particularly focused on time series data
- Build frameworks to manage risk centrally across asset classes and increase efficiency
- Understand derivatives risk and controls required for automated trading
- Perform systematic and quantitative analysis of franchise flows and market data, driving business decisions and the design of our automation platform.
- Work closely with sales and trading, support our automated pricing and trading systems.
- Be involved with all stages of the software development life cycle with a range of technologies, and collaborate closely with engineering teams who support the underlying infrastructure and frameworks
RESPONSIBILITIES AND QUALIFICATIONS
- Excellent academic record in a relevant quantitative field such as physics, mathematics, statistics, engineering or computer science.
- Strong programming skills in an object oriented or functional paradigm such as C++, Java or Python.
- At least 2 years' experience.
- Self-starter with strong self-management skills, ability to manage multiple priorities and work in a high-pressure environment.
- Excellent written and verbal communication skills.
- Experience implementing predictive statistical models, particularly non-linear regression/classification problems and Bayesian methods (hierarchical models, dynamic models, filtering etc).
- Previous quantitative or technical role working on or with a derivatives trading desk (irrespective of asset class),
- Knowledge of building automated trading systems and researching signals for use in a live trading environment.
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 .
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