Technology - IMD Technology - GSAM Core Platform - Analyst - New York
MORE ABOUT THIS JOB
Our team of engineers builds solutions to the most complex problems. We develop cutting-edge systems and processes that form the core of our key business and enable transactions to move in milliseconds. We provide real-time access to critical deal information and crunch billions of data points each day to inform firm-wide market insights and strategies. Team members have the opportunity to work at the forefront of technology innovation alongside industry leaders and make significant contributions to the field.
Goldman Sachs Asset Management (GSAM) Platform Engineers work across a variety of problem domains and software stacks. We focus on designing and developing the shared systems and services which drive our Asset Management Investment Strategies, Portfolio Management, Sales, Trading and Client Servicing in GSAM.
The Private Wealth Management (PWM) business provides end to end Investment Management services and advice across a large range of asset classes for high net worth individuals. PWM leverages a global technology platform offering, an integrated suite of tools, and applications to onboard clients. Our software helps realize a client's goals and objectives, develops and implements an integrated wealth management plan and delivers first-class client service.
HOW YOU WILL FULFILL YOUR POTENTIAL
- Using Kafka, Spark Streaming & MemSQL to build a Big-Data processing pipeline that is able to process millions of transactions in near real-time
- Given a starting portfolio and a target portfolio, generating a set of orders that are compliant to various investment guidelines, leveraging linear programming techniques and industry standard optimizers
- Scaling a model portfolio of ideal investment to thousands of real client portfolios, while accounting for the specific restrictions and investment objectives of each
- Creating Platform-As-A-Service offerings including Kafka Clusters, In-Memory Data Stores (Gemfire) & Virtualized Streaming Datasets
- Process Exchange Fills and Systematic-trader actions using asynchronous event processing engine
- Using a well-known industry standard concurrency model to build a distributed order management system component to handle real-time electronic trading messages
- In our goal to achieve ?zero-support? experimenting with React to create a user-facing dashboard that allows for self-service on common queries
- Refining our automated portfolio construction algorithms to allow us to apply our client's investment strategies faster
- Converting our client allocation optimisation algorithm to allow for fractional shares quantities
- Tuning Kafka to see if we can scale to thousands of consumers, while maintaining minimal hardware footprint
RESPONSIBILITIES AND QUALIFICATIONS
SKILLS AND EXPERIENCE WE ARE LOOKING FOR
- Minimum 1 year academic or industry experience programming
- Clear understanding of data structure algorithms and asymptotic analysis
- Familiarity with core programming concepts and techniques (e.g. concurrency, memory management)
- Enthusiastic, proactive and driven individual with high degree of attention to detail
- Comfort with standard SDLC tools and Continuous Integration
- Experience developing and maintaining Large-scale, Real-time, distributed system
- Knowledge of one or more concurrency models (Actor Model, Communicating Sequential Processes, Software Transaction Memory, etc.)
- Understanding of data structures (trees, hash maps, queues, etc)
- Functional programming
- Active GitHub and/or Stack Overflow profile is a plus
- Experience developing in a Linux environment
- Bachelor's degree / Master's degree in Computer Science, Computer Engineering or related field
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., 2017. All rights reservedGoldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.
Meet Some of Goldman Sachs's Employees
Software Engineer, Equities
Using a variety of languages, like Java and Python, Kelsey designs and builds integrated software applications used in Goldman Sachs’ equities business.
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