Low Latency Java Trading Platform Developer

US-NY-New York
Job ID
2017-22122
Schedule Type
Full Time
Level
Associate
Function(s)
General
Americas
Division
Securities
FICC Am Systematic Mkt Making
Employment Type
Employee

MORE ABOUT THIS JOB

SECURITIES
Our core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor.

 

DIVISIONAL OVERVIEW

Goldman Sachs' Strats business unit is a world leader in developing quantitative and technological techniques to solve complex business problems. Working within the firm's trading, sales, banking and investment management divisions, strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities.

 

Roles within Securities Strats

Securities Strats play important roles in several areas. Some Strats sit on trading desks, creating cutting-edge derivative pricing models and developing empirical models to provide insight into market behavior. Others develop automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading.

A third group works directly with the firm's sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs. Between these teams, Core Strats design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms. The work involves developing a thorough understanding of the full range of investment products and strategies offered by the firm, an ability to capture the characteristics of those investments in mathematical models and the creation of infrastructure to make those analyses reusable and scalable across our businesses.

 

 

Job Summary

Strategists in the Systematic Market Making group play an integral role on the trading floor. We develop and employ automated trading strategies for the firm and its clients. We build complex parallel computing architectures, electronic trading tools, and models to help us explain market behavior and predict price movement. Throughout the Securities Division, eTrading Strats are using quantitative and technological techniques to solve complex business problems. As an eTrading Core Strat, you will be building the foundational technologies to run those algorithms on markets around the world, and to enable the research and analysis that support them. We are looking for developers who are interested in applying bleeding-edge technologies to solve problems in electronic trading. In a team of energetic, self-motivated individuals, we need someone who can take the initiative at any stage of the software cycle, from inception, through development to release and support. This role also interacts with a variety of other Strategies, Technology, Trading and Sales teams. The structure is flat and the successful candidate will be able to manage his or her time to have maximum impact.

 

You will be working on a small team undertaking a major overhaul of our electronic execution stack in FICC. You will work with other strats and traders extend the functionality of this new system, help implement new strategies, and improve existing ones, all with a keen eye on performance, guided by a robust measurement framework and lots of experimentation. You'll be doing all this in the context of several asset classes (bonds, currencies, and commodities), and will have an opportunity to develop a deep understanding of how GS interacts with some of the most dynamic and liquid markets in the world.

RESPONSIBILITIES AND QUALIFICATIONS

Basic Qualifications

  • Candidate must have experience building Java-based systems with strict requirements for low-latency (microseconds count) and deterministic performance. Not necessary to have worked on a trading system specifically, but this is a plus.
  • Several years of Java experience
  • Strong academic background in Computer Science or an analytical field such as Mathematics, Physics, Engineering, etc.
  • Strong analytical and problem solving skills
  • Ability to understand, document and explain diverse and highly technical subjects
  • Should possess a good general understanding on a broad range of technologies
  • Excellent verbal and written communication skills
  • Comfortable working with business users
  • Works well independently and in ad-hoc teams
  • Comfortable in a fast-paced environment
  • Self-motivated
  • Commercially focused

Preferred Qualifications

  • Multi-threaded/concurrent programming, lock-free algorithms
  • Just-in-time compilation/code path optimization
  • Off-heap memory management
  • JVM internals, tuning for low-latency
  • JNI, NIO
  • Advanced knowledge of Linux kernel/OS internals
  • Thread affinity, NUMA, etc.
  • Shared memory
  • Low-latency messaging, network protocols, network I/O in Java
  • Hardware stack and hardware architecture from a latency perspective


Experience with the following: 

  • Performance tuning/optimization of systems/software
  • Latency analysis in a distributed system
  • Development or modification of Java compiler/VM internals a big plus
  • Shell/Bash scripting skills.
  • Some experience with C++
  • Securities/trading experience is a plus but not required

ABOUT GOLDMAN SACHS

The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.


© The Goldman Sachs Group, Inc., 2017. All rights reserved
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.