Job Description
Position: Associate Quantitative Engineer
Goldman Sachs is seeking a talented Associate Quantitative Engineer to join our team in New York, NY. In this role, you will collaborate with internal stakeholders to analyze user needs from a scenario design perspective and address data, model, and implementation issues. You will be responsible for analyzing large data sets, both structured and unstructured, to build predictive models of business-relevant market variables.
Key Responsibilities
- Develop, maintain, and improve electronic trading systems for the hedging of interest rate products.
- Implement data-driven algorithms with statistical models across multiple interest rate products to identify and generate revenue opportunities.
- Build and implement electronic trading algorithms while utilizing historical quantitative data to benchmark and improve algorithm performance against market-based metrics.
- Communicate with line trading and sales on day-to-day issues and short-term feature requests, as well as long-term requests and strategic direction.
Job Requirements
- Bachelor’s degree in Mathematics, Computer Science, Financial Engineering, Applied Mathematics, or a related quantitative field.
- Two years of experience in a quantitative engineering role.
- Proficiency in C++, Java, or Python.
- Experience developing automated quoting, risk management, hedging, and execution algorithms.
- Strong quantitative analysis skills using advanced econometric, statistical, and mathematical techniques, including Bayesian analysis, time series analysis, or machine learning algorithms.
- Experience in risk management or scenario-based analysis.
- Ability to develop rigorous and scalable data management and analysis tools to provide risk oversight and support the investment process.
- Proficiency in statistics and data-driven performance analysis, including Linear Regression or Time Series Analysis to measure performance.
Salary and Benefits
- The expected annual base salary for this position is between €167,000 and €189,000.
- Eligible for a discretionary bonus if you are an active employee as of fiscal year-end.
- Comprehensive benefits package including health insurance, retirement plans, paid time off, and wellness programs.
Goldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience.
About Goldman Sachs
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.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity.
Benefits Extracted with AI
- Health insurance
- Retirement plans
- Paid time off
- Wellness programs
- Discretionary bonus
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