• Bolt Web Strats

    Location(s) US-NY-New York
    Job ID
    2019-56225
    Schedule Type
    Full Time
    Level
    Analyst
    Function(s)
    Engineering, Quant/Strats
    Region
    Americas
    Division
    Securities
    Business Unit
    FICC Desk Strats
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

    What We Do

    Bolt Web Risk Team

    BW Risk team is a cross asset team in Fixed Income, Currencies & Commodities (FICC). The team is in charge of all the risk analytics, platforms and computations providing the trading desks with the key information they need to be able to perform their market making and hedging functions. We interact closely with traders on one side and, on the other, with the desk strats, who are responsible for the pricing models, to build a state of the art system capable of giving a competitive advantage.

     

    Your Impact

    As a front office strat, you’ll have the opportunity to have an immediate impact on how GS is internally operating its trading business. On one hand, you will be directly working with traders, both helping them make full sense of the analytics we provide them and building new systems that enable them to be among the leaders of the trading market. On the other hand, you’ll be liaising with desk strats and be responsible to articulate how we build a scalable, efficient and modern analytics system that can be delivered internally and beyond.

    This is a fairly unique situation where you’ll have the ability to work on challenging applications while really being part of the trading floor, feeling the pulse of the markets.

    RESPONSIBILITIES AND QUALIFICATIONS

    Responsibilities

    The role is a mix of solid programming and good grasp of the mathematical and financial aspects behind derivatives analytics. You will be involved in all the aspects of delivering solutions: from the early stages to analyze the problems to build and release a fully scalable solution, via all the prototype iterations with the parties involved. As you gain more experience, you will be able to participate in the strategical infrastructure decisions and improve your expertise on specific asset class to become the main goto person.

     

    Who We Look For

    Goldman Sachs Engineers are innovators and problem-solvers, with a strong sense of ownership. They are able to build a wide range of solution in risk management using the latest technologies, involving big data and highly distributed computing. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.

     

    Basic Qualifications & Preferred Qualifications (if needed)

    • BS/MS or PhD in a computational field – Engineering, Computer Science, Applied Mathematics, Physics
    • Strong background in either computer science or applied mathematics and solid base on the other plus the intellectual curiosity to progress into the domain
    • Solid programming background in any modern programming language (Python, Java, C/C++, Scala, etc.) and good grasp of system design
    • Interest and desire to learn about financial markets, but prior expertise not a pre-requisite
    • Ability to solve complex problem with elegant solutions, and to articulate those to any audience

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