Risk and Pricing Strat - Marquee

Location(s) US-NY-New York
Job ID
2019-55779
Schedule Type
Full Time
Level
Vice President, Associate
Function(s)
Quantitative Engineer, Quantitative Engineer - Skillset
Region
Americas
Division
Engineering
Business Unit
Marquee Engineering
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.

 

What We Do

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.

 

Who We Look For

Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.

RESPONSIBILITIES AND QUALIFICATIONS

The Role and Key Responsibilities:

The team’s mission is to develop pricing and risk analytics, tools and APIs for a broad range of derivate products across fixed income, FX, Commodities and Equities for both internal trading desks and external clients. Key responsibilities include

  • Providing powerful analytics to trading and clients to enable them price trades, analyse strategies, risk manage and understand market dynamics
  • Developing APIs to build help build scale, efficiency and automation into existing workflows
  • Optimizing existing infrastructure for better performance
  • Works with global teams on projects that will have wide spread impact and influence business decisions

Basic Qualifications

  • Strong academic background in a relevant quantitative field – Mathematics, Computer Science, Physics, Engineering etc
  • Strong programming skills in high level languages such as Java, C++, C#, Python
  • Comfortable multi-tasking, working as part of a team in a very fast paced and dynamic environment
  • Strong knowledge of data structures and algorithms
  • Strong communication skills

Preferred Qualifications

  • 3 or more years of programming experience, preferably in finance
  • Exposure to pricing, risk analytics for fixed income or foreign exchange derivatives

ABOUT GOLDMAN SACHS

ABOUT GOLDMAN SACHS

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html



© The Goldman Sachs Group, Inc., 2020. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity