Goldman Sachs

Quantitative Engineer - Eqs Spg Strats

3+ months agoSão Paulo, Brazil

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 .

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.

About The Team

Synthetic Products Franchise strats are working with the firm's management, trading, sales, finance and operation personnel, using their mathematical and scientific training to create financial products, develop highly efficient automated solutions, advise clients on transactions, price and systematically manage risk and identify market opportunities.

The team's objectives are to expand GS Equity Swaps business, help attracting new clients and grow revenue. We do this by building next generation of automated systems that provide best-in-class client experience.

RESPONSIBILITIES AND QUALIFICATIONS

Your responsibilities

  • Expanding desk's product offering by developing models for new client trades
  • Enhancing operational scale and reducing desk cost via process automation
  • Analysis and implementation of trading strategies for the desk
  • Development and maintenance of trading systems for the desk
  • Calculation and attribution of the desk's profit and loss
  • Calculation of real-time and daily risk
Basic Qualifications
  • Strong academic background in a relevant field - Computer Science, Engineering, Physics or Mathematics
  • Strong programming background in a structured language (C++, Python, Slang, Scala, Java, etc.)
Preferred Qualifications
  • Basic knowledge of Financial Mathematics
  • 2 or more years of programming experience
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.

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

Job ID: goldman-2021-69183