• Low Latency C++ Developer-FICC SMM

    Location(s) US-NY-New York
    Job ID
    2018-45627
    Schedule Type
    Full Time
    Level
    Vice President/Executive Director
    Function(s)
    Engineering, Quant/Strats, Trading
    Region
    Americas
    Division
    Securities
    Business Unit
    FICC Am Systematic Mkt Making
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

    Division Description

     

    THE SECURITIES DIVISION

     

    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.

     

    Team Description 

     

    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.

     

    HOW YOU WILL FULFILL YOUR POTENTIAL 

     

    You will be working on a team tasked with building market data and order execution connectivity to electronic trading venues around the world.  You will work with other strats, traders, exchange staff and compliance officers, to gather feature requirements and implement a normalized interface that allows our strategies to access the markets, all with a keen eye on performance, and 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.

     

    YOUR IMPACT 

     

    We’re building a new, cutting-edge electronic execution platform for agency and principal trading within FICC.  The platform is running advanced execution algorithms that operate in highly competitive environments on exchanges around the world, and it has strict requirements (microsecond-level) for latency and jitter.  If you’re someone with a hacker mentality, who likes to roll up your sleeves, tinker with new techniques for optimization, and push the limits of performance, we’d like to speak with you!

    RESPONSIBILITIES AND QUALIFICATIONS

    Basic Qualifications

     

    • 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.
    • In addition to technical depth in several of the areas above, 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

     

    • Significant technical depth in several of the following areas:
    • Software development in C++ in the context of high performance (low-latency, high-throughput) real-time computing.
      • Familiarity with STL and C++11 language extensions, Boost
      • Network programming (sockets, TCP/UDP/Multicast protocols)
      • Multi-threading, concurrent programming
    • Critical path analysis, performance optimization and hardware acceleration.
    • Operating systems concepts (I/O, process scheduling) with a focus on Linux kernel engineering.
    • Software development best practices and agile methods including the full software lifecycle.
    • Unit, integration and regression testing with a focus on the simulation and mocking of complex, event-driven systems.

    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., 2019. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.