Securities, Equities, Core Algorithmic Trading Strats, Analyst-Associate

Job id

25323

Location

New York

Full/Part Time

Full-time

Job Summary & Responsibilities

DIVISIONAL OVERVIEW

Goldman Sachs’ Strats business unit is a world leader in developing quantitative and technological techniques to solve complex business problems. Working within the firm’s trading, sales, banking and investment management divisions, strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities.

Roles within Securities Strats

Securities Strats play important roles in several areas. Some Strats sit on trading desks, creating cutting-edge derivative pricing models and developing empirical models to provide insight into market behavior. Others develop automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading. A third group works directly with the firm’s sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs. Between these teams, Core Strats design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms.

Job Summary & Responsibilities:

Equities Core Algorithmic Trading Strats focus on designing, developing and maintaining the global infrastructure which underpins algorithmic trading in the Equities Division. These Strats work closely with individual trading desks to develop and enhance electronic trading strategies for particular business lines, products and regions.
• Design, develop and maintain the software framework for electronic trading in the Equities Division
• Enhance an in-house expressive, real-time programming language used to implement algorithmic trading strategies
• Collaborate closely with individual trading desks in the Americas, Europe and Asia when issues of scale or market dynamics raise challenges
• Provide peer review and global governance for electronic trading software written throughout the Equities Division
• Develop reusable tools to test and profile electronic trading strategies

Basic Qualifications

• Bachelor’s degree/Master’s degree in Computer Science, Computer Engineering, or related field
• Minimum 2 years’ academic or industry experience programming in C or C++ in a Linux/Unix development environment
• Clear understanding of algorithms and data structures
• Strong written and oral communication skills
• Enthusiastic, proactive and driven individual with high attention to detail

Preferred Qualifications

• Programming experience across a variety of languages (e.g. C, C++, Java, scripting languages) in a Linux/Unix development environment
• Experience developing large-scale, distributed real-time systems
• Understanding of operating system design

Goldman Sachs is an equal opportunity employer. © The Goldman Sachs Group, Inc., 2010. All rights reserved.

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