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Quantitative Developer – Quant Vol Trading Strats
Goldman Sachs
New York, NY, United States
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Job Summary & Responsibilities
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.
QUANT VOL TRADING STRATS
Quant Vol continuously quotes 700,000 options on stocks, ETFs, Bonds, Commodities and Foreign Exchange electronically on several venues in multiples countries, implementing strategies with timescales ranging from a few microseconds to several weeks.
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.
Quantitative developers are responsible for the design, performance and profitability of a very low-latency, high-throughput and extremely-distributed trading system. Low latency code is written in C++ and runs on linux. Development decisions – even infrastructural ones – are done in a highly-quantitative and data-driven fashion. Junior candidates will show a strong aptitude for quantitative and statistical thinking as demonstrated by a degree in Physics, Chemistry, Math, CS, Statistics, Mathematical Biology or a similar subject. Experience in C++ is not necessary. Senior candidates will have a strong track-record of excellent software design; extensive experience with modern C++; will have worked in a large and complex code-base; will have had experience in the design and operation of distributed systems and multi-threaded applications; will have had experience with linux, sockets, and the networking stack; and will have a strong working knowledge of modern computer architectures. Experience in finance is not necessary.
Basic Qualifications
• Solid quantitative background in Physics, Chemistry, Math, CS, Statistics, Mathematical Biology or other relevant field
• Programming experience in C++, Java, Scala, or Python
Preferred Qualifications
• Strong track-record of excellent software design
• Extensive experience with modern C++
• Experience working in a large and complex code-base
• Experience in the design and operation of distributed systems and multi-threaded applications
• Experience with linux, sockets, and the networking stack
• Knowledge of modern computer architectures
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. © The Goldman Sachs Group, Inc., 2015. All rights reserved.