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About Company :
At Goldman Sachs, we believe progress is everyone’s business. That’s why we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, Goldman Sachs is a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices in all major financial centers around the world.
Job Description :
Candidates joining the Credit Systematic Market Making (SMM) are engaged in market making and its related functions in 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. Strats combine their programming, mathematical and market expertise to build and generate systematic strategies. The desk looks for individuals with strong programming experience, mathematical skills and who are motivated to get hands on experience with algorithmic trading.
Engineering Services Associate In Accenture
Quantitative engineers or quantitative developers work in the FinTech space. They are responsible for designing, developing, testing and deploying sophisticated software solutions to facilitate the work of various financial institutions.
As a Strat who sits in the Global Banking & Markets Division, you will play an integral role in the Credit Trading business. You may develop automated trading algorithms for the firm and its clients or create cutting-edge pricing 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 Global Banking and Markets Division, Strats use quantitative and technological techniques to solve complex business problems.
Responsibilities:
- Automate common desk workflows, streamline trading process
- Make quantitative improvements to existing trading strategies, build new models
- Understand and analyze market microstructure, incorporate findings into trading strategies
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Interest in financial markets, specifically in derivative pricing (beneficial), demonstrated by experience
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Post-graduate qualification in numerate subject such as Mathematics, Financial Mathematics, Physics or Statistics
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The analyst will develop models or tools and perform data analysis to meet the quantitative needs of risk management and the broader organization
Basic Qualifications
- Programming experience in C++, Java, or Python
- Bachelors or Masters in a STEM area
- Experience building large software systems and working with large data sets
- Interest in algorithmic trading
