Big Data Quantitative Developer (Synthetics Products Group) - Equities Engineering Big Data Quantitative Developer (Synthetics  …

Goldman Sachs
in Tokyo, Tokyo-to, Japan
Permanent, Full time
Be the first to apply
Competitive
Goldman Sachs
in Tokyo, Tokyo-to, Japan
Permanent, Full time
Be the first to apply
Competitive
Big Data Quantitative Developer (Synthetics Products Group) - Equities Engineering
MORE ABOUT THIS JOB
What We Do

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.

Business Area Description:

The Synthetic Product Group (SPG) business offers institutional clients and hedge funds products which are optimal with respect to tax, balance sheet and funding. Business revenues come from commissions, financing and dividends through the trading of CFD and Equity Swap OTC instruments alongside futures, ETFs and structured products. It is part of a front to back alignment where engineers are embedded with the revenue generating part of the business. This provides opportunities to partner closely across the SPG organization to deliver the firm even more effectively and efficiently to our clients

Team Description:

The Synthetics Trading Engineering Team is a front office facing team focused on developing a global platform that will support the SPG business as well as developing tailored business technology solutions driven by desk requirements. The role involves working closely with the trading desk and quant teams across a number of functions including execution, inventory optimization, position keeping, trade flows/booking, and funding strategy.

As a key quantitative developer on this team, you will be at the forefront of various revenue-driven technology builds and play an integral role on the trading floor. You may be working on a data-driven initiative to optimize decision making across multiple aspects of firm's synthetic products offering. You may be building a cutting edge technology stack that utilizes vital franchise data to suggest potential inventory management and netting strategy, funding optimization, risk hedging as well as improving our ability to capture and visualize trade flows. You will work in a team of highly capable, self-guided pragmatic , experienced full-stack and quantitative developers which encourages open discussion and is focused on the delivery of robust, reliable software.

Y ou will have the opportunity to apply your quantitative analysis and technical skills to perform post-trade analysis and model a huge amount of trading data, which includes identifying inventory inefficiencies, risk hedging strategies, optimizing trading workflows and enhancing trading PnL. You will apply your sharp mind and derivatives product knowledge to deliver clear and smart solutions in the full product lifecycle from requirement gathering, planning , designing, implementing, testing, supporting, and monitoring. This role is the combination of software development , complex problem solving, quantitative analysis and financial knowledge. If you are looking for challenges and opportunities in this four areas at the same time, this is the role of your choice.

RESPONSIBILITIES AND QUALIFICATIONS
Responsibilities
  • Design, build and maintain a high-performance, high-availability, high-capacity, yet nimble and adaptive platform for inventory and risk management systems
  • Design distributed computation infrastructure to process large volumes of data emitted by trading systems and run parallelized queries over large volumes of data for analysis and optimization.
  • Apply statistics and machine learning skills to explore the trends , patterns , opportunities and inefficiencies behind data and drive intelligent decision-making.
  • Communicate with traders, sales, clients and compliance officers about new feature requests, explanation of existing features etc.
Basic Qualifications
  • Graduate degree in Computer Science, Mathematics, Statistics, or related technical fields
  • 3 to 7 years of professional experience of quantitative and/or software development
  • A solid understanding of object orientated programming skills in at least one static language and one dynamic language, including data structures, algorithms and design patterns
  • Strong communication skills and the ability to work in a team
  • Strong analytical and problem solving skills
  • Prior e xperience with q uantitative a nalysis and optimization
  • Prior experience with Java and Python programming languages
  • Prior experience with Big Data technology, e.g. ElasticSearch, Mongo, etc
Preferred Qualifications
  • Working experience in the financial industry and front-office facing environment
  • Financial knowledge and good understanding of Equities Synthetic or Derivative product s
  • Prior experience with machine learning frameworks, e.g. XGBoost, libsvm, TensorFlow, etc.
  • Prior Experience in building state management systems, complex event processing and transaction sequencing architectures of ultra-high processing volume


ABOUT GOLDMAN SACHS
ABOUT GOLDMAN SACHS

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers .

We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https:// www.goldmansachs.com/careers/footer/disability-statement.html

© The Goldman Sachs Group, Inc., 2021. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity

Goldman Sachs logo
More Jobs Like This
See more jobs
Close
Loading...