Goldman Sachs in London is seeking a Quantitative Developer to design, build, and maintain high-performance trading infrastructure and strategies. You will work closely with traders and engineers to translate complex models into robust, low-latency systems.
The ideal candidate has a solid technical background in computer science or financial technology, 2–5 years of experience, and proficiency in Java or C++. Strong communication and teamwork are essential in our fast-paced, global environment.
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This position is for the Quantitative Backend Developer – Systematic Market Making role at Goldman Sachs.
The position is based in Greater London, England, United Kingdom.
This opportunity is part of our work in IT & Technology.
The advertised compensation is 120.000 - 190.000.
We aim to respond to suitable candidates as soon as possible.
Full responsibilities and requirements are described in the listing above.