Quant jobs / Goldman Sachs

Equities Quantitative Risk Engineer

An engineering strat role in the equities portfolio analytics team, which runs the risk and profit-and-loss platform for the firm's equity trading books. You work close to the desks on intraday and overnight risk.

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.

Extend the risk computation platform that runs intraday and overnight
Fix and monitor the scheduling and aggregation of desk risk runs
Learn how equity derivative pricing engines produce risk measures
Build tools that give better control and monitoring of system behaviour
Support tactical requests from trading desks

What they ask for

Required

Programming in C, C++, Java or Python
Data structures and algorithms
Distributed computing
Software design and clean code
Code review habits
Communication

Preferred

Equity derivatives product knowledge

Education: Bachelor's degree or equivalent experience in computer science, maths, electrical engineering or a related field
Experience: Not stated in years; software development experience expected
Languages and tools: C
C++
Java
Python
Markets: equities, options

How to prepare

Compute Greeks for equity options in code and aggregate them by book
Learn how a nightly risk batch is scheduled and what makes it fail
Study how delta, vega and gamma drive day-to-day equity desk risk
Practise designing a system that scales risk calculations across machines

What to study

The Risk Quant 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.