Quantitative Desk Strategist

Job description

Job Summary & Responsibilities

As a strategist who sits in the Securities Division, you will play an integral role on the trading floor. The central risk desk is a systematic automated trading desk which focuses on trading US listed equities and equity futures.  Strats work to optimize the risk management and unwind of equity trades from the entire franchise, and build automated systems to perform trading and risk management.  Candidates will work to model different methods of unwinding risk, measure and improve execution quality, and work on ways to use the central risk book’s inventory to improve execution quality for our clients.

THE SECURITIES DIVISION
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.

The central risk desk is critical to the internalization and risk management efforts of the equities business.  The team understands both practical and quantitative aspects of market risk and execution, and works closely with other desks on the floor to optimize execution.  We are passionate about markets, and about using quantitative models to improve the equities business.

As a member of the central risk desk, you will work to optimize execution and crossing for the equities floor.  You’ll make an impact by reducing overall cost of hedging for the franchise, while improving our ability to facilitate our clients.

Basic Qualifications

i. Strong academic background in a relevant field – Computer Science, Engineering, Physics, Mathematics, Finance
ii. Programming background (Python, Matlab, R)
iii. Ability to analyze large datasets and understand statistical tests

Preferred Qualifications

iv. Experience working on a One Delta trading desk or in equities algorithmic execution

Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.  © The Goldman Sachs Group, Inc., 2015.  All rights reserved.