MORE ABOUT THIS JOB
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.
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.
QUANTITATIVE EXECUTION SERVICES, CONSULTING & QUANT RESEARCH
The QES team was formed to oversee the research and development of a cutting-edge quantitative thought process across Goldman Sachs’ execution services offering.
The team is responsible for the research, development and productionalization of the firm’s algorithmic offering globally (execution risk, market impact, order routing logic, market microstructure), the portfolio products offering including Transition Management and optimized portfolio execution (APEX), analytics (pre/intra/post-trade), execution consultation and advisory, systematic data offering by Execution Services, and quantitative research and publications including the Machine Learning effort of the firm’s execution offering, and other quantitative investigations of interest to both the agency and principal execution desks.
RESPONSIBILITIES AND QUALIFICATIONS
Duties & Responsibilities:
We are looking for a highly motivated professional to join our Quantitative Execution Services (QES) strats team serving Global Equities markets. The successful candidate will work closely with the Sales Trading & our Electronic Trading (GSET) Algo development team, to provide data, Algorithm research and perform analyses. The candidate will also focus on fundamental research projects, e.g., market microstructure studies, liquidity/risk modelling, market impact etc. Key responsibilities include but are not limited to:
+ Improving existing GSET algorithm performance and cooperatively developing on new algorithms
+ Working on fundamental research and Implementation of models to provide quantitative services and systematic data offering to external clients
+ Working on innovative research projects with large, noisy, high-dimensional real-world datasets using statistical techniques
+ Helping on writing up and presenting quantitative publications
RESPONSIBILITIES AND QUALIFICATIONS
+ Sound judgement, responsible and with solid work ethic
+ Strong background in a science, engineering or econometrics field of study (e.g. Mathematics/ Statistics/ Business Analytics/ Financial Engineering/ Computer Science – preferred but not mandatory). Master and PhD preferred.
+ Strong quantitative and problem solving skills with focus on the ability to formulate hypotheses, test them and distil them into practical models for use in trading algorithms, pre/post trade analysis, market-microstructure research, visualization etc.
+ Strong base in probability and statistics.
+ Strong programming skills using modern languages e.g. Python/Java/C++
+ Ability to effectively communicate and present results highlighting the broader commercial and strategic impact
+ Required to work with significant volumes of data and systems
+ Ability to work in collaborative and time-sensitive environment
Preferred candidates will possess:
+ 1+ years in financial services/ related domain
+ Data science and machine learning background i.e. ability to perform data scrubbing, preprocessing, exploratory analysis, hypotheses testing, model fitting etc. and familiarity with recent machine learning frameworks/libraries
+ Familiarity with financial markets, products, sales and trading is a plus
+ Experience on large database, Linux and Git is a plus
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., 2021. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity
Job ID 2021-80312
Schedule Type Full Time
Function(s) Quantitative Engineer
RegionAsia Except Japan
Business UnitEquity GSET Strats
Employment Type Employee
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