Merchant Banking Engineering - Quantitative Financial Engineer Merchant Banking Engineering - Quantitative  …

Goldman Sachs
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
Goldman Sachs
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
See job description for details

Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.

Goldman Sachs Engineering is a leading developer of quantitative models and cutting edge systems to solve complex business problems. Working with the firm's trading, operations, finance, sales, banking and investing businesses, engineers use their mathematical and scientific training to create financial products, advise clients on transactions, identify market opportunities, assist managing risks, and provide technical solutions to facilitate all business activities.

The Merchant Banking Division (MBD) invests in private equity and debt across corporate securities, real estate, and infrastructure-related assets. It operates on a global platform and works in a fast-paced, dynamic environment with individuals with versatile skills and a passion for strategic investing.

The Merchant Banking Engineering team collaborates with investing and finance professionals to create quantitative models and applications supporting all aspects of the investing and lending activities. Members of our team hold Bachelors, Masters and Doctoral degrees in Engineering, Computer Science, Mathematics, Physics, Economics, among other fields. The team's responsibilities include creating quantitative models and developing software applications to help structure, value, hedge, risk manage the investments and portfolios, and assist processes and reporting.

At Goldman Sachs, our culture is one of teamwork, innovation and meritocracy. We often say our people are our greatest asset and we take pride in supporting each colleague both professionally and personally. From collaborative work spaces and mindfulness classes to working from home and flexible work options, we offer our people the support they need to reach their goals in and outside the office


We are interested in individuals who have strong quantitative and coding skills and a continued interest to learn about finance. As a Quantitative Financial Engineer in Merchant Banking Engineering, you will have the opportunity to work on many different types of projects including:

- Assisting investment decisions across a variety of asset classes
- Providing analytics to optimise investment structure and pricing
- Creating systems to streamline the investing process and scale growing strategies
- Developing portfolio management tools for senior investment leaders
- Creating models for valuing investments and projecting returns
- Advising on fund structuring and strategy to maximize profits for our investors and firm


- Strong academic record with Bachelor's degree, equivalent or above in Computer Science, Maths, Physics or a related discipline required
- Exposure to investment banking/financial services industries required
- Understanding of market dynamics and conventions and of different products' behaviours and specifications and asset classes
- Strong coding and software design skills in different programming languages and databases required
- Familiarity with C++, Python, Matlab, SQL required
- Must have strong written and verbal communication skills
- Experience of developing portfolio management tools/portfolio volatility calibration required
- Familiarity with time series analysis, probability, statistics, partial differential equations/stochastic calculus and machine learning required
- Experience in generating financial forecasts, formulating business plans and strategies and collating/presenting insights and trends required
- Strong project management experience with excellent stakeholder/client relationship management skills required
- Demonstrable involvement with performance/process improvement initiatives required
- Experience with financial/mathematical modelling and data analytics required
- Must be a collaborative team-player

ABOUT GOLDMAN SACHS The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.

© The Goldman Sachs Group, Inc., 2019. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.

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