• Market Data Infra Strats – Quant Developer

    Location(s) US-NY-New York
    Job ID
    2018-42154
    Schedule Type
    Full Time
    Level
    Associate, Vice President/Executive Director
    Function(s)
    General
    Region
    Americas
    Division
    Securities
    Business Unit
    FICC Desk Strats
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

    What We Do

    • The Market Data Infra team is a global team that works closely with trading, desk strats and various engineering teams to provide efficient firmwide solutions for Market Data.
    • Some of the projects we work on are:
      • APIs for Market Data retrieval, modification, storage
      • Expression of market data in various coordinate systems and mappings between them
      • Tools that allow trading to maintain intra-day live curves. These tools are customizable to different desk needs and built in collaboration with desk strats.
      • APIs for creating intraday snapshots, transporting them and applying them.
      • APIs that publish large scale Market Data internally to allow downstream applications (e.g. live pricing tools, live risk tools) to seamlessly consume that data 

    Your Impact

    • One of the key challenges is to create systems that can be used by multiple businesses. We thrive to offer solutions that allow everyone to be on the same platform.
    • Working on this core infrastructure facilitates other applications that can leverage our work to further build consolidated tools that can be used firmwide.
    • We are a young team with large growth opportunities. We have started to branch out into Credit and Commodities and are looking to onboard Equities as well. Working within this team will give you good exposure to different businesses.

    RESPONSIBILITIES AND QUALIFICATIONS

    Responsibilities

    • As a member of the Market Data Infra team you will be responsible for working with trading, desk strats and other engineers to develop and implement scalable solutions

    Who We Look For

    • We look for an enthusiastic, proactive and driven individual with a strong desire to build scalable and reliable systems that span multiple businesses.

    Basic Qualifications

    • Strong academic background in a relevant field – Computer Science, Mathematics, Physics, Engineering
    • Excellent applied programing skills in a major programing language (e.g. C++, Java, Python)
    • Experience designing and developing scalable and reliable systems

    Preferred Qualifications

    • Strong communication skills
    • Judgement – ability to work on the trading desk under significant time pressure
    • Commercial awareness
    • Enthusiastic, proactive and driven individual
    • Knowledge of financial markets, particularly from a quantitative viewpoint, would be an advantage

    WHO WE ARE

    At Goldman Sachs, our Engineers don’t just make things – we make things possible.  Change the world by connecting people and capital with ideas.  Solve the most challenging and pressing engineering problems for our clients.  Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action.  Create new businesses, transform finance, and explore a world of opportunity at the speed of markets.

     

    Engineering, which is comprised of our Technology Division and global Strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions.  Want to push the limit of digital possibilities?  Start here.

    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., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.