Quant jobs / Goldman Sachs

Electronic Market Making Quant Trader – Equities

A quant trading seat in the Asia electronic market-making team for stocks and equity futures, building models and running risk across holding periods from sub-second to multi-day. It involves alpha research, quoting design and risk management.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build market-making models for Asian stocks and equity futures
Research alpha signals and feed them into quoting logic
Manage the risk of live quoting positions across venues
Write and deploy automated trading strategies
Learn from senior quant traders while owning work early

What they ask for

Required

Physics, tech, engineering, maths or quantitative finance background
Advanced coding and software design
Python
Advanced statistics
Commercial awareness
Communication

Preferred

Experience deploying fully automated trading strategies

Education: Academic background in physics, technology, engineering, maths or quantitative finance
Experience: Associate/VP level; years not stated
Languages and tools: Python
Markets: equities, futures

How to prepare

Build a simple market-making simulator with inventory risk and adverse selection
Research short-horizon signals from limit order book data
Learn how quoting works across multiple venues and for futures hedging
Write production-quality Python for a small automated strategy with tests

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Goldman Sachs’s site before applying: requirements, location and pay can change after we check them.

View the posting on Goldman Sachs’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Goldman Sachs and doesn’t handle applications.