Global Markets, Systematic Trading Strategies (STS) Cross-Asset Delta-One Product Sales Strat, VP, L

Goldman Sachs
London, United Kingdom
13 May 2022
12 Jun 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Are you passionate about quantitative research and real-life investment problems?
We are looking for a professional to join the Systematic Trading Strategies (STS) Cross-Asset Delta-One Product Sales Strat team. This person will hold a key front-office role responsible for a range of duties ranging from conducting quantitative research and developing systematic cross-asset strategies (across equities, currencies, bonds, commodities, credit), exploring new portfolio construction techniques, as well as producing marketing content and engaging regularly with our global franchise and client base.
The Global Markets Division's 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.
The Systematic Trading Strategies (STS) Sales Strat team is responsible for the construction and maintenance of innovative and complex systematic strategies, as well as the design of customised solutions for a wide range of clients globally (sovereign wealth funds, pension funds, insurance firms, asset managers, private banks). Working closely with the firm's trading, sales, marketing, legal and compliance team, STS Sales Strats use their mathematical and scientific training to create client products that pass the toughest scrutiny of index governance.
The STS XA Delta-One Product team focuses specifically on researching and developing systematic cross-asset strategies, such as trend-following, carry and so on.
  • Contribute to the team's product agenda by monitoring market trends, competitor offering, relevant academic advances, and ultimately deliver new integrated cross-asset systematic strategies.
  • Explore new cross-asset portfolio construction methodologies, focusing on risk estimation, turnover control, impact of leverage and other relevant issues.
  • Interact regularly with our marketing and sales teams globally to engage with our wide client base and expand our overall franchise business.
  • Build tools and automated reports that allow our clients and key stakeholders to monitor the performance of our systematic product offering.
  • Collaborate with the asset class experts within STS for the construction of new systematic strategies; develop new models, gain deep understanding of the markets microstructure and macrostructure, and the overarching operational and legal frameworks.
  • Develop a cross-function, cross-asset and cross-regional network within the firm.

  • Strong academic background, ideally in a highly quantitative subject (Mathematics, Physical, Engineering, Finance/Financial Economics or Computing); MSc or PhD is a plus.
  • Ideally, a few years of experience developing systematic trading strategies using delta-one instruments (e.g. futures, forwards, swaps).
  • Familiarity with statistics and econometrics (e.g. regression analysis, hypothesis testing, principal component analysis etc).
  • Programming experience (preferably in Python, R).
  • Interest and knowledge in financial markets and products.
  • Great attention to detail, ability to multi-task.
  • Linear algebra and optimisation knowledge (especially in the context of portfolio construction; e.g., mean-variance, maximum diversification, risk budgeting)
  • Familiarity with financial economics academic literature, specifically around factor investing, and portfolio construction.
  • Familiarity with Machine Learning algorithms.


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