The Goldman Sachs Group
GBM Equities - Electronic Market Making - Quant Researcher - Associate - New Yor
The Goldman Sachs Group, New York, New York, us, 10261
Overview
GBM Equities - Electronic Market Making - Quant Researcher - Associate - New York
The Electronic Market Making Cash Trading team systematically provides liquidity in US Equities and ETFs, both on-exchange and to low-touch client flow. The team leverages quantitative research combined with low-latency trading infrastructure to develop and implement automated trading and risk management strategies. We're a small team that demands a high level of ownership and accountability from each contributor, while strongly emphasizing collaboration and transparency. We are seeking a dedicated and ambitious researcher who thrives in a challenging environment and wants to make a meaningful impact at the firm.
Basic Qualifications
Bachelor/Master's degree with 2-3 years of experience in researching and modelling complex problems
Strong programming skills in Python and associated data science libraries (e.g. numpy, pandas, scikit-learn)
Ability to independently structure and model open-ended research questions and drive results forward across end-to-end pipeline from research to production implementation
Experience working with large datasets and timeseries analysis, as well as machine learning methodologies
Thrives in collaborative setting where ideas are openly discussed and challenged
Preferred Qualifications
Experience contributing to large-scale collaborative codebases
Experience in designing, modelling and back testing trading strategies
Experience working with risk models and portfolio optimization
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'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., 2023. All rights reserved.
Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.
Salary Range The expected base salary for this New York, New York, United States-based position is $150000-$225000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.
Benefits 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. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here.
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The Electronic Market Making Cash Trading team systematically provides liquidity in US Equities and ETFs, both on-exchange and to low-touch client flow. The team leverages quantitative research combined with low-latency trading infrastructure to develop and implement automated trading and risk management strategies. We're a small team that demands a high level of ownership and accountability from each contributor, while strongly emphasizing collaboration and transparency. We are seeking a dedicated and ambitious researcher who thrives in a challenging environment and wants to make a meaningful impact at the firm.
Basic Qualifications
Bachelor/Master's degree with 2-3 years of experience in researching and modelling complex problems
Strong programming skills in Python and associated data science libraries (e.g. numpy, pandas, scikit-learn)
Ability to independently structure and model open-ended research questions and drive results forward across end-to-end pipeline from research to production implementation
Experience working with large datasets and timeseries analysis, as well as machine learning methodologies
Thrives in collaborative setting where ideas are openly discussed and challenged
Preferred Qualifications
Experience contributing to large-scale collaborative codebases
Experience in designing, modelling and back testing trading strategies
Experience working with risk models and portfolio optimization
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'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., 2023. All rights reserved.
Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.
Salary Range The expected base salary for this New York, New York, United States-based position is $150000-$225000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.
Benefits 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. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here.
#J-18808-Ljbffr