Quantitative Engineer - Global Markets - FAST X-Asset Strats

We are seeking a talented individual to join Goldman Sachs fulltime in the Global Markets division as a Quantitative Engineer ("Applied AI Strat") at the Associate level on the FAST X-Asset Strats team in Toronto.

Global Markets

In the Global Markets Division our core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor.

Quantitative Engineer

At Goldman Sachs, our engineers don’t just make things – we make things possible. Our Quantitative Engineers ("strats") are at the cutting edge of our Global Markets businesses, solving real-world problems through a variety of analytical methods.

As an Applied AI Strat, you will use your advanced training in mathematics, programming and logical thinking to construct AI-based quantitative models that drive our success in global financial markets. Your talents for research, analysis and aptitude for innovation will define your contributions and enable you to find solutions to a broad range of problems, in a dynamic, fast-paced environment.

Whatever your background, you will bring a fresh perspective and unique skillset to our business. In return, you will be trained by our experts across the firm to navigate the complexities of the financial markets and state-of-the-art methods in quantitative finance.

FAST X-Asset Strats

As a Franchise Analytics, Strategy & Technology (FAST) X-Asset Strat, you will be working closely with the business to design, build and productionise end-to-end AI solutions and products that drive real time decision making.

Responsibilities

• Design and build scalable AI models to drive commercial outcomes
• Conduct experimentation to improve model performance
• Communicate verbally and in writing to both strats and non-strats
• Improve existing and create new predictive machine learning models to drive real time trading and client service decisions
• Understand and analyze products and clients quantitatively, engineer features, and incorporate into models
• Identify, curate, and integrate new structured and unstructured datasets into models
• Build end to end solutions from data collection to automated actions

Basic Qualifications

• Bachelors degree or above in a STEM area
• Programming experience in C++, Java, or Python and strong knowledge of data structures and algorithms
• 2 years experience as data scientist or academic work related to Machine Learning / Deep Learning / NLP
• Excellent understanding of machine learning techniques and algorithms, and experience with common data science toolkits
• Previous experience with A/B testing, hypothesis testing and experimental design

Preferred Qualifications

• Experience in quantitative research
• Knowledge of financial markets and experience with financial data sets

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 believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.

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

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Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity