Compliance – London – Trade Surveillance Strategist (Strat) – VP

Job title:

Compliance – London – Trade Surveillance Strategist (Strat) – VP

Company

Goldman Sachs

Job description

Job Description:YOUR IMPACTAre you passionate about delivering mission-critical, high quality anomalies detection models, using cutting-edge technology, in a dynamic environment?OUR IMPACTCompliance Engineering is a global team of over 400 modelers, engineers and data scientists dedicated to solving the most complex, mission-critical problems that safeguard the firm against regulatory and reputational risks. Our team builds and operates a suite of platforms designed to prevent, detect, and mitigate risk by monitoring trading activities across global markets. With access to cutting-edge technology and vast amounts of structured and unstructured data, we leverage modern frameworks to build responsive and intuitive Big Data applications.Our platforms are built with a diverse variety of technologies, mainly based on Java, Python, Slang/SecDB and distributed systems.To enhance the quality of our model’s portfolio in 2025, we are making a significant investment in our team. As part of this initiative, we seek experience Strategists, Financial Engineers, Quantitative Analysts, and Data Scientists with experience in financial modelling and algorithm development.HOW YOU WILL FULFILL YOUR POTENTIALAs a Strategist within Trade Surveillance Model Engineering, you will:

• Collaborate with global, cross-functional teams to design, develop and maintain quantitative models and algorithms to detect suspicious trading behavior such as spoofing, insider trading, pump and dump, and other practices of market manipulations.
• Conduct risk assessments and fine-tune surveillance systems to achieve optimal precision/recall for different product types and ensure scalability across flows and jurisdictions.
• Utilize quantitative techniques to develop signals, run back-testing and simulations to validate accuracy in detecting fraudulent trading activity.
• Work with large scale structure and unstructured data. Drive end-to-end Machine Learning projects that have a high degree of scale and complexity. Run experiments by constantly tuning the features and the modeling approaches, documenting findings and results.
• Partner with key stakeholders, including first-line trading teams, strategists, engineers, ML researchers, and market surveillance officers to stay current with development of trading businesses and uphold quality standards of our suite of surveillance analytics.
• Conduct performance monitoring, code reviews, and mentor peers to ensure robust software development practices.

QUALIFICATIONSA successful candidate will bring:

• PhD or Master’s degree in a quantitative field (e.g. mathematics, physics, statistics, engineering, or computer science).
• A minimum of 6+ years of hands-on experience in Capital Markets, particularly on pricing, modelling and risk management of financial products across various asset classes (e.g. cash, futures, derivatives) and trading platforms.
• Understanding of automated trading execution protocols, order types, venues and market structure is highly advantageous.
• Exceptional programming skills in object-oriented languages such as Java, C++, or Python.
• Solid understanding of computer science fundamentals, including algorithms, data structures, and software design principles.
• Excellent proficiency in mathematical modelling, numerical algorithms and quantitative analysis.
• Proven experience with data analysis and/or scalable machine learning systems is a plus.
• Excellent communication and stakeholder management skills, with a proven ability to effectively navigate across technical and non-technical teams in a global environment.

ABOUT GOLDMAN SACHSAt 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© The Goldman Sachs Group, Inc., 2023. All rights reserved.Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity

Expected salary

Location

London

Job date

Sun, 12 Jan 2025 04:53:48 GMT

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