Quantitative Engineering

We’re looking for a professional to join our commodities desk strat team and help us develop next generation fundamentals and trading analytics utilizing advanced modelling techniques and system architecture solutions.

Goldman Sachs Commodities desk trades many different commodities on exchanges all over the world. We are continually building better platforms and applications that enable our franchise to increase revenue share.

Commodities desk strats use their quantitative and scientific training to solve complex business problems. We create cutting-edge derivative instruments and pricing models, provide insight into market behavior via statistical modeling, measure risk of our trading positions, and identify market opportunities. We also build scalable software infrastructure to keep track of our trading activities and market data flow around the world in real time to help facilitate quick decision making.

Basic Skills

• The team is looking for a candidate with an undergraduate degree in Computer Science, Physics, Math or a related discipline. 
• Use data driven approach for financial model construction, test it rigorously and suggest improvements.
• Identify and deploy statistical techniques to build new analytical models and improve efficacy of existing ones.
• Strong programming skills (Python, C++, R/Matlab) are required.
• Willingness to learn and deploy proprietary technologies/scripting languages.
• Excellent communication (verbal and written) is required.
• Must be a collaborative team-player.

Preferred Skills

• Prior Global Commodities experience in research or data science at a financial services firm is an added plus. 
• Any experience working with machine learning tools and software.
• Any experience working with interactive data visualizations tools.