Commodities Electronic Trading Strats - Quantitative Developer
What We Do
The eCommod strat team creates systems to automatically price, trade and hedge commodities. We trade in a variety of different markets, from fast moving products such as gold to very illiquid grades of crude with clients and on exchange. The challenge is develop algorithms or quant-routines which can accurately reflect a fair price from a number of different inputs of varying quality; and do so robustly within a low latency & high bandwidth environment that can deal with the large transaction volume we see. We work within the cross-asset FICC SMM engineering team and share code, infrastructure and knowledge very freely with other asset classes.
You will work in fast-paced collaborative development environment . You will research and implement your ideas directly impacting firm pricing and risk-management . You will have exposure to a broad range of financial and technical challenges and solutions.
RESPONSIBILITIES AND QUALIFICATIONS
- Design, implement and maintain software to the demanding standards of automated trading systems
- Monitor, research, and optimize pricing, trading, and hedging performance
- Collaborate within FICC SMM to build out new businesses and to grow the capacity and scope of existing ones
- Work with sales teams and other trading desks to improve client service through automation and enhance the firm's overall franchise
Who We Look For
- Someone independent, motivated, practical
- Someone passionate about technology with a commitment to code quality
- Someone with interest in risk management, financial markets
- Exceptional software engineer with experience in Java, Python, C++ or similar language
- Knowledge of probability, statistics & optimization
- Excellent problem solving / analytical skills
- Independently driven and organized
- Skilled communicator and collaborator
- Experience in Linux, high-performance computing, and networking a plus
- Knowledge of finance, hedging, risk management and commodities markets a plus
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., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.
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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.
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