Quant jobs / Goldman Sachs
Quantitative Enablement Platform Engineer
A senior platform engineering role building the shared research environment that quantitative researchers and traders use. The aim is to shorten the path from a research idea to a live strategy.
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 backtesting, experiment tracking and feature-store capabilities for researchers
- Run distributed pipelines over very large market and alternative datasets
- Provide compute for large simulations
- Add AI-assisted workflows on top of quantitative datasets
- Own reliability, testing and monitoring of the research platform
What they ask for
Required
- Large-scale distributed systems
- Python, Java, Scala or C++
- Cloud-native architecture
- Data-intensive or streaming applications
- Curiosity about markets and data
- Collaboration with researchers and traders
Preferred
- Quantitative trading or market structure experience
- Machine learning or generative AI platforms
- High-performance computing and real-time analytics
- ClickHouse, Databricks, lakehouse or time series stores
- Advanced degree in a quantitative subject
- Education
- Advanced degree in a quantitative discipline preferred, not required
- Experience
- 8+ years building and running large distributed systems
- Languages and tools
How to prepare
- Build a small backtesting pipeline over a few years of tick or minute data in a columnar store
- Learn Kafka and Spark streaming basics with market-style data
- Study how feature stores and experiment tracking work for ML research
- Read about time series databases such as ClickHouse and kdb+
What to study
- Quantitative Data Engineering
- Trading Systems and Low-Latency Infrastructure
- Quantitative Research, Data and Backtesting
- Python and Data Primer
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.
Similar roles
Jump Trading · LondonC++ Software Engineer – Trading TeamDeutsche Bank · LondonCore Quantitative Strategic Analytics DeveloperDeutsche Bank · LondonCore Quantitative Strategic Analytics EngineerBarclays · PragueCredit Quantitative DeveloperOptiver · AmsterdamData Engineer – TradingSquarepoint Capital · LondonDesk Quant Analyst