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Goldman Sachs

Associate, Asset & Wealth Management – Quantitative Engineering

Goldman Sachs

London, England, United Kingdom · Tam zamanlı

Başvuran ilk kişi siz olun

Deneyim
2+ yrs
Maaş
Açılışlar
1
Yayınlandı
2 saat önce
Work mode
Ofiste
Eğitim
Advanced degree
Eligibility
Candidates with an advanced degree and at least 2 years of quantitative experience in financial services are encouraged to apply. Background in credit or real estate is preferred. Applicants should have programming skills, strong quantitative reasoning, and an interest in financial markets, risk ma…
Resume
Required to apply

Where you'll work

İş tanımı

Role overview

This position is for a quantitative engineer within the asset and wealth management division of a global financial services firm in London. The role focuses on building, refining, and deploying quantitative models and algorithms that help improve reporting, analysis, and decision-making across private business activities, with particular attention to illiquid and semi-liquid funds.

What you will do

  • Support all areas of private business activity, especially validation, reporting, and process improvement for illiquid and semi-liquid fund portfolios.
  • Create and put into production quantitative models and algorithms that aid trading and investment activity.
  • Apply statistical and mathematical methods to financial datasets to uncover meaningful patterns, relationships, and trends.
  • Work alongside traders, portfolio managers, and other internal partners to identify analytical opportunities that strengthen decisions.
  • Present analysis, outputs, and recommendations in a clear and concise way to stakeholders.
  • Keep up to date with changes in the market, industry practices, and emerging technologies.

What we are looking for

  • An advanced degree in Mathematics, Physics, Computer Science, Financial Engineering, or a closely related discipline.
  • Solid coding ability in at least one programming language such as Python, Kotlin, or Java.
  • Strong grasp of mathematical and statistical concepts, particularly as they apply to finance.
  • Good analytical thinking and problem-solving ability.
  • Effective verbal and written communication skills, with the ability to collaborate well in a team.
  • Interest in financial markets, risk management, and portfolio management.
  • At least 2 years of experience in a quantitative role within a financial services firm.
  • Prior exposure to credit or real estate is preferred.
  • Experience with full-stack development or Secdb/Slang is preferred.

About the employer

The organization is a long-established global investment banking, securities, and investment management firm with offices worldwide. It emphasizes professional growth, diversity, inclusion, training, wellness, and personal finance support, and it provides reasonable accommodations for candidates with special needs or disabilities during the hiring process. The employer is also an equal opportunity employer and does not discriminate on protected characteristics under applicable law.

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