• FICC - SMM Engineering – Quantitative Developer

    Location(s) US-NY-New York
    Job ID
    2018-45008
    Schedule Type
    Full Time
    Level
    Associate, Vice President/Executive Director
    Function(s)
    General
    Region
    Americas
    Division
    Securities
    Business Unit
    FICC Am Systematic Mkt Making
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

    What We Do

     

    FICC SMM Rates Trading

    FICC Systematic Market Making (SMM) is responsible for leveraging technology and analytics to offer world-class market making and algorithmic execution. The SMM Rates Trading team is engaged in market making and its related functions in US government bonds and futures, and interest rate swaps. Team members combine mathematical, engineering and market expertise to design and deploy systematic trading strategies. We are seeking individuals with strong programming experience, analytical skillsets, and who are eager to make an impact in electronic market making.

     

    Your Impact

    As a front-office strat sitting in the Securities Division, you will play an integral role in the dynamic and fast-paced environment of the trading floor. You will be responsible for innovating on critical algorithms, software, and trading models to gain an edge in a competitive business.

    RESPONSIBILITIES AND QUALIFICATIONS

    RESPONSIBILITIES AND QUALIFICATIONS

     

    Responsibilities

    This role will draw upon your knowledge of programming, mathematics and finance: you will be challenged to deliver solutions quickly and adapt to changing market conditions. Your responsibilities may include designing and deploying:

    • Automated trading algorithms for the firm and its clients
    • Latency-sensitive computing architectures and electronic trading systems
    • Market microstructure and derivative pricing models
    • Risk management, analysis and trading workflow tools

     

    Basic Qualifications

    • BS/MS or PhD in a computational field – Computer Science, Applied Mathematics, Physics, Engineering
    • Strong programming background in compiled languages (Java, C/C++, etc...)
    • Interest and desire to learn about systematic market making
    • Eager to collaborate in small teams of 2-3 people

     

    Preferred Qualifications

    • Experience with scalable and/or latency-sensitive software architecture
    • Quantitative background including an understanding of probability and statistics
    • Experience in scripting languages (Python, Perl, etc...)
    • Prior experience in interest rate products

    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.