Systematic Market Making Trader (Trader Who Codes) – Equities
An analyst role on a small team that runs automated market-making strategies across cash equities, futures and options. As a trader who codes, you focus on strategy, signals and daily 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.
- Work on the portfolio trading strategy of the systematic market maker
- Develop quantitative signals and test them on market data
- Handle day-to-day risk management of the automated books
- Write Python or Java tooling to investigate behaviour and ship quick fixes
What they ask for
Required
- Bachelor's in computer science, engineering or equivalent
- Coding in Python and/or Java
- Experience with agentic coding tools
- Fast, accurate problem solving
- Written and verbal communication
- Education
- Bachelor's in computer science or engineering, or equivalent
- Experience
- Entry-level analyst; no years stated
- Languages and tools
- Markets
- equities, futures, options
How to prepare
- Build a market-making simulation with inventory risk and signal skew
- Practise delta hedging across stock, futures and options
- Write a fast analysis script on trade data and present the findings briefly
- Learn how internalisation and one-delta flow work
What to study
- Market Microstructure and Execution
- Derivatives Pricing and Computational Finance
- Python for Quantitative Finance
- Quantitative Research, Data and Backtesting
The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
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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.