Securities, FICC, Rates Algo & Quant Strat, VP, London

Job description

Job Summary & Responsibilities

GOLDMAN SACHS FIRM OVERVIEW
The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and high-net-worth individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in London, Frankfurt, Tokyo, Hong Kong and other major financial centers around the world.

DIVISIONAL OVERVIEW
Goldman Sachs’ Strats business unit is a world leader in developing quantitative and technological techniques to solve complex business problems. Working within the firm’s trading, sales, banking and investment management divisions, strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities.
Roles within Securities Strats

Securities Strats play important roles in several areas. Some Strats sit on trading desks, creating cutting-edge derivative pricing models and developing empirical models to provide insight into market behavior. Others develop automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading. A third group works directly with the firm’s sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs. Between these teams, Core Strats design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms.

The global FICC Quantitative & Algorithmic Trading Strategies group is responsible for quantitative algorithmic trading strategies within the rates business at GS. The team is responsible for market making all fixed income products, futures, bonds & swaps on exchanges as well as to clients via single dealer & multi dealer platforms. The team is seeking a VP role join as a quantitative researcher.

Basic Qualifications

- Minimum two years’ relevant experience
- Background in technology and/or mathematical, statistical or related disciplines
- Shows experience in building black box trading algorithmic strategies, preferably fixed income but open to all asset classes
- Relevant experience working with fine grained tick level data and hands on experience in using technologies to manipulate data
- Ability to understand market structures and translate observed phenomenon into quantitative models

Goldman Sachs is an equal opportunity employer. © The Goldman Sachs Group, Inc., 2015. All rights reserved

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