Securities, Equities - Electronic Market Making Strats, Associate, Developer

YOUR IMPACT

As a strat who sits in the Securities Division, you will play an integral role on the trading floor. You may create cutting-edge derivative pricing models and empirical models to provide insight into market behavior, or develop automated trading algorithms for the firm and its clients. You might be involved in analyzing exposures and structuring transactions to meet client needs, or involved in designing and developing complex parallel computing architectures, electronic trading tools, and advanced algorithms. Throughout the Securities Division, strats are using quantitative and technological techniques to solve complex business problems.

OUR IMPACT

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.

Candidates would be joining the Electronic Market Making (EMM) desk, engaged in principal trading of US-traded stocks, ETFs and equity index futures. Desk staff designs, develops and deploys models and trading algorithms related to stock and ETF market making on US exchanges. The group is vertically integrated, with desk staff responsible for both trading and engineering functions, and developing most of the front-office software needed for trading activity.

HOW YOU WILL FULFILL YOUR POTENTIAL

Quantitative Developers design, develop and deploy software systems for electronic trading of stocks, ETFs and equity-index futures. These software systems implement trading algorithms, exchange connectivity, market data processing, position keeping and monitoring. Many of the systems are distributed and optimized for performance, and most are implemented in C++ and run on Linux. Quantitative Developers work closely with researchers, traders, system administrators and other staff members. Candidates with little or no industry experience are expected to have a solid foundation in computer science (though CS degree is not strictly required) and demonstrated interest in building software systems. Experienced candidates are expected to have a strong record of developing large-scale software systems in C++. Experience in Financial Services industry is not required, though interest in Finance and electronic trading is a plus.

Basic QualificationsI. Programming experience in C++, Python, or Perl

ii. Experience working with large data sets

iii. Solid quantitative background in applied mathematics, physics, or other relevant field

iv. Bachelors, Masters, or PhD in a STEM discipline

Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. © The Goldman Sachs Group, Inc., 2015. All rights reserved.


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