Salary: £60,000 - 100,000 per year
Requirements
- Excellent academic record in a relevant quantitative field such as physics, mathematics, statistics, engineering, or computer science.
- Strong programming skills in an object-oriented or functional paradigm such as C++, Java, or Python.
- Self-starter with strong self-management skills, ability to manage multiple priorities and deliver in a high-pressure environment.
- Excellent written and verbal communication skills, with the ability to articulate complex quantitative concepts to both technical and non-technical audiences.
Responsibilities
- Take a leading role on our Quantitative Trading & Market Making desk, building market making and quoting strategies across FICC products.
- Use advanced statistical analysis and quantitative techniques such as neural networks, machine learning, and factor models to build models that drive systematic alpha strategies which make real-time trading and risk management decisions.
- Implement frameworks to manage risk centrally and build optimal portfolios across FICC asset classes.
- Build model calibration frameworks for our advanced statistical and AI models, operating at scale with large quantities of time series data, ensuring accuracy and compliance.
- Drive our market making strategy development using a range of technologies, and collaborate closely with Quant Developers and core engineering teams to enhance core analytics infrastructure and trading tools.
- Develop and enhance critical pricing, trading, and risk tools, and create new frameworks leveraging trade and franchise data to optimize and systematize market making and hedging strategies.
Technologies
- AI
- Java
- Machine Learning
- Python
- Quant
More
We are a team of FICC Quantitative Researchers transforming our Fixed Income, Currencies, and Commodities business through quantitative trading and the automation of key daily decisions. Our remit spans Interest Rates, Foreign Exchange, Credit, and Commodities, with strategies including market making, automatic quoting, central risk books, systematic trading, and algorithmic execution across venues worldwide. We deploy statistical analysis, mathematical models, advanced machine learning, and AI to improve business performance while working closely with traders and salespeople on the trading floor to create value for our clients and our firm. We are Goldman Sachs, a leading global investment banking, securities, and investment management firm founded in 1869 and headquartered in New York, with offices around the world. We are committed to fostering diversity and inclusion and offer opportunities for professional and personal growth through training and development, firmwide networks, benefits, wellness and personal finance offerings, and mindfulness programs. We also provide reasonable accommodations for candidates with special needs or disabilities during the recruiting process.
last updated 37 week of 2026
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GBM Public: FICC SMM Quantitative Researcher, ASO/VP employer: Goldman Sachs
Goldman Sachs is an exceptional employer, offering a dynamic work environment where innovation and collaboration thrive. With a strong commitment to employee growth, the firm provides extensive training and development opportunities, alongside a diverse and inclusive culture that values every individual's contributions. Located in a global financial hub, employees benefit from engaging with top-tier professionals while managing a portfolio of EMEA Corporate clients, ensuring meaningful and impactful work in the field of credit risk analysis.
