Engineering - Equities - Structured Products Strats - Quantitative Developer - Analyst/Associate/VP - NYC 10/12/2017
The Goldman Sachs Group
New York, NY
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What We Do
Equities Structured Products Strats are responsible for the design and implementation of quantitative tools and models to price and risk manage equity derivatives, structured notes, corporate derivatives and hybrid products. The team covers quant modeling, tradable implementation, pricing and risk infrastructure, working closely with trading and sales to develop the firm's derivatives business.
As a senior member of the Structured Products Strats team, you will be responsible for implementing the infrastructure for Structured Notes pricing, developing Request for Quote (RFQ) and Stream pricing systems, designing APIs that connect to different internal and external systems, and designing the framework necessary to shock market data to price appropriately for bid/offers and model reserves. We are looking for a candidate with strong computer science and technical background to build and enhance our OTC Derivatives trading platform.
RESPONSIBILITIES AND QUALIFICATIONS
You will constantly interface with trading, sales and quant teams in developing the pricing platform and looking for new business opportunities. The ideal candidate will have 3+ years of experience designing and implementing large systems, be versed on wide range of languages and versatile to learn new ones. While we look for a hands on engineer to work on implementation, you will lead a team of 3 engineers to develop this critical platform for our derivatives business.
Who We Look For
Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.
* Strong computer science and technical skills, versatility to learn new languages and environments
* Strong interpersonal and leadership skills
* Knowledge of OTC derivatives or passionate to learn on a fast paced environment
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.