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Securities, FAST FICC, VP

London, United Kingdom | Goldman Sachs

  • Industry:
    Financial Services
  • Position Type:
  • Functions:
    Risk Management
  • Experience:
Job Description:
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This role will draw upon your knowledge of programming and mathematics: you will be challenged to rapidly prototype early-stage solutions and build models—e.g., forecasting the trades and themes our clients may be interested in or predicting the daily trade volume of a bond. Data-driven insights from usage patterns and user feedback will drive you to condense your work into simple and efficient real-time workflow tools. You will also be required to think strategically on a higher level, proposing new business metrics or suggesting alternatives. As you gain expertise in the dynamics of the trading business, you will have the opportunity to dive deeper into your areas of interest.

Who We Look For:

Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.

Basic Qualifications

BS/MS or PhD in a computational field – Applied Mathematics, Physics, Engineering, Computer Science 

Quantitative background including an understanding of probability and statistics 

Strong programming background in compiled or scripting languages (C/C++, Python, Java, etc.) 

Interest and desire to learn about financial markets 

Excellent written and verbal communication skills

Preferred Qualifications

Experience in data science, advanced statistics 

Familiarity with statistical computing languages or packages (R, numpy/scikit-learn, Matlab) 

Experience with distributed computing 

Ability to solve problems and explain the ideas that underlie them 

Confidence to work in a high-pressure environment and deliver results

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