Senior Quantitative Researcher - Credit Systematic Market Making

Company: Goldman Sachs
Location: New York
Posted on: February 25, 2021

Job Description:

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    • Disability Accommodation for Applicants -- 2021 Goldman Sachs BESs BESs BESs BESs BESs BESs BESs BESs BESs BESs BESs BESs BESs BESs Careers Center Securities, FICC - Credit Systematic Market Making Quantitative Researcher in New York, New York - Careers at 0001 000 F945 0000-Global Markets Division-FICC Franchise-FICC Am Systematic Mkt Making-FICC Systematic Market Making Skip to Main Content Please Enable Cookies to Continue Please enable cookies in your browser to experience all the personalized features of this site, including the ability to apply for a job. Welcome page Welcome page Returning Candidate? Log back in! Securities, FICC - Credit Systematic Market Making Quantitative Researcher Location(s) US-NY-New York Job ID 2021-69686 Schedule Type Full Time Level Vice President Function(s) Quantitative Engineer Region Americas Division Engineering Business Unit FICC Am Systematic Mkt Making Employment Type Employee MORE ABOUT THIS JOB YOUR IMPACT As a strat who sits in the Securities Division, you will play an integral role on the trading floor. You may develop automated trading algorithms for the firm and its clients or create cutting-edge derivative pricing models and empirical models to provide insight into market behavior. You might be involved in analyzing exposures and structuring transactions to meet client needs, or involved in designing and developing complex parallel computing architectures, electronic trading tools, and advanced algorithms. Throughout the Securities Division, strats are using quantitative and technological techniques to solve complex business problems.THE SECURITIES DIVISIONOur 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. RESPONSIBILITIES AND QUALIFICATIONS Job SummaryCandidates joining the Credit Systematic Market Making (SMM) Trading desk are engaged in market making and its related functions in US Credit and Muni products. The desk offers liquidity primarily in a principal capacity and trade with clients via vendor platforms and directly with clients intermediated by sales. Team members combine their mathematical, programming and market expertise to build and generate systematic strategies. The desk looks for individuals with strong mathematical skillsets, programming experience, and who are motivated to get hands on experience with algorithmic trading.Responsibilities
      • Conduct signal generation research
      • Conduct research on trading cost models, liquidity models, risk models, and portfolio construction methodologyBasic Qualifications
        • Past experience with building quantitative signals in equities or fixed income
        • Programming experience in C++, Java, or Python
        • Masters, or PhD in a scientific or quantitative discipline 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 Options Apply Apply Email a Friend Email a Friend

Keywords: Goldman Sachs, New York , Senior Quantitative Researcher - Credit Systematic Market Making, Accounting, Auditing , New York, New York