Quantitative Financial Engineer - Merchant Banking Engineering

    • London, United Kingdom





OUR IMPACT

Goldman Sachs is a world leading Investment Bank. Engineers at Goldman comprise of Strategists [aka. Quantitative Financial Engineers] and Technologist. Both teams work together to provide Quantitative and Computational solutions to critical business problems, helping the Firm and our Clients solve commercial problems in a collaborative apprenticeship-style global environment.

The Merchant Banking Division (MBD) is one of the four key revenue generating Divisions of the Firm. The Division invests in a wide range of global asset classes including: Corporate Debt and Equity, Real Estate, Growth Equity and Infrastructure worldwide. MBD consists of over 900 professionals in 25 offices in 15 countries. We operate on a global platform and are one of the largest managers of private capital globally.

Merchant Banking Engineers collaborate with investing and finance professionals to create quantitative computer models and web applications to support all aspects of the investing and lending life cycle. We create quantitative models and developing software applications to help structure, value, hedge, risk manage the investments in our portfolios. Members hold advanced degrees in Engineering, Computer Science, Mathematics and Physics. The team proactively collaborates with colleagues globally to ensure the most appropriate and scalable solutions are implemented to everyone's benefit. In EMEA our Engineering team comprises of 10+ Strats and 20+ Technologists.

At Goldman Sachs, our culture is one of teamwork, innovation and meritocracy. We often say our people are our greatest asset and we take pride in supporting each colleague both professionally and personally. From collaborative work spaces and mindfulness classes to working from home and flexible work options, we offer our people the support they need to reach their goals in and outside the office

RESPONSIBILITIES AND QUALIFICATIONS



HOW YOU WILL FULFIL YOUR POTENIAL

We are interested in individuals who have strong quantitative and coding skills and a continued interest to learn about finance. As a Quantitative Financial Engineer in Merchant Banking Engineering, you will have the opportunity to work on many different types of projects including:

  • Developing portfolio management systems and tools for senior investment leaders
  • Providing quantitative analytics to optimise investment structure and pricing before deal underwriting / at investment stage
  • Creating computational models for valuing bespoke investments and projecting of expected returns
  • Advising on fund structuring and strategy to maximize profits for our investors and the Firm
  • Identify opportunity for engineering solutions to advance the businesses
  • Deliver commercially impactful and well-designed technology products


The specific role we are currently looking to fill will initially focus on enhancing our suite of web applications, but we will expect a successful candidate to eventually get involved in all aspects of our computational modelling and development projects.

SKILLSETS REQUIRED

We are looking for a hands-on Quantitative Engineer to develop critical software platforms and to enhance risk management capabilities across the Division.

REQUIRED QUALIFICATIONS
  • Excellent academic record with Bachelor's degree or higher in Computer Science, Engineering, or related technical discipline
  • 4+ years of practical experience building software in a commercial environment
  • Excellent programming and software design skills in multiple object orientated programming languages [eg. Java / Python / C++ / Etc.] and experience with multiple database technologies
  • Front-end development experience with Javascript (ES6 and above), NodeJS, Bootstrap, React, Redux and Graph QL
  • Strong written and verbal communication skills, with an ability to present complex technical idea to a multitude of technical and non-technical audiences
  • Pro-active attitude to problem solving, personal sense of ownership and responsibility, collaborative team-player, and a strong growth mindset
  • Ability to multitask across many parallel short-term and long-term projects, in a fast moving and high pressure environment
  • Strong project management experience with excellent stakeholder/client relationship management skills

PREFERRED QUALIFICATIONS
  • PhD in Computer Science, Engineering, or related technical science discipline.
  • 7+ years of practical experience building software in a commercial environment.
  • Working knowledge of Corporate Finance and Financing Mathematics [practical experience in a Front Office Strat/Tech role at a Global Investment Bank or Hedge Fund].
  • Detailed knowledge of at least one Financial Asset Class, such as: Corporate Loans, Corporate Bonds, Commercial Mortgages, Real Estate Assets or Private Equity.
  • Familiarity with time series analysis, probability, statistics, partial differential equations/stochastic calculus and machine learning


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., 2020. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity


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