• SEC4512509 - Associate

    Location(s) US-NY-New York
    Job ID
    2019-58484
    Schedule Type
    Full Time
    Level
    Associate
    Function(s)
    Engineering
    Region
    Americas
    Division
    Securities
    Business Unit
    EQ Desk Strats
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

     

    Associate with Goldman Sachs & Co. LLC in New York, NY.

     

    Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)

    RESPONSIBILITIES AND QUALIFICATIONS

    Duties: Associate with Goldman Sachs & Co. LLC in New York, NY. Work within the Goldman Sachs Execution Solutions business unit to perform statistical analysis of algorithmic execution strategies by analyzing market structure and execution data. Customize algorithmic trading strategies based on the results of historical analysis to improve execution performance. Improve existing and develop novel execution strategies using optimization and related numerical techniques. Present findings to quantitative asset managers. Develop new analytics and metrics to analyze performance of electronic trading strategies. Must be willing to work with proprietary technology. No proprietary knowledge is required pre-hire.

     

    Job Requirements: Master’s degree (US or foreign equivalent) in Mathematics, Statistics, Computer Science or related analytical field. Two (2) years of experience in the job offered or related position. Prior work experience must include two (2) years with: applying optimization and numerical techniques to derive and implement solutions using mathematical software, including Python, R or C++; utilizing knowledge of financial mathematics, including stochastic calculus, linear algebra, probability and/or random processes; performing statistical analysis of large and high dimensional real time market data datasets; demonstrating direct client-facing front desk experience to explain and improve algorithmic trading strategies; applying knowledge of equity markets and market microstructure to customize trading algorithms, as well as conducting analysis of large trades and complex strategies; and time series analysis and manipulation of large datasets. Prior work experience must include six (6) months with utilizing programming skills to interpret functionality of algorithmic equity trading strategies in object oriented programming languages such as Java or C++. Travel required domestically to visit clients (approx. twice/quarter).

    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