Quantitative Engineer - Ficcs SMM FX Strats Quantitative Engineer - Ficcs SMM FX Strats …

Goldman Sachs
in London, United Kingdom
Permanent, Full time
Last application, 27 Feb 21
Competitive
Goldman Sachs
in London, United Kingdom
Permanent, Full time
Last application, 27 Feb 21
Competitive
Quantitative Engineer - Ficcs SMM FX Strats
MORE ABOUT THIS JOB
ENGINEERING

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. 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.

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.

At Goldman Sachs, our culture is one of teamwork, innovation and meritocracy. We often say our people are our greatest asset and we take pride in supporting each colleague both professionally and personally. From collaborative work spaces and ergonomic services to wellbeing and resilience offerings, we offer our [insert group name] professionals the flexibility and support they need to reach their goals in and outside of the office.

RESPONSIBILITIES AND QUALIFICATIONS
SECURITIES
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.

WHAT WE DO
Engineers in the Systematic Market Making (SMM) team play an integral role on the trading floor. We develop and employ automated trading strategies for the firm and its clients. We build complex parallel computing architectures, electronic trading tools, and models to help us explain market behavior and predict price movement. Throughout the Securities Division, eTrading Engineers are using quantitative and technological techniques to solve complex business problems. As an eTrading Engineer, you will be building the foundational technologies to run those algorithms on markets around the world, and to enable the research and analysis that support them. We are looking for developers who are interested in applying bleeding-edge technologies to solve problems in electronic trading. In a team of energetic, self-motivated individuals, we need someone who can take the initiative at any stage of the software cycle, from inception, through development, to release and support. This role also interacts with a variety of other engineering, trading and sales teams. The structure is flat and the successful candidate will be able to manage his or her time to have maximum impact.

YOUR IMPACT
You will be working on a team focused on undertaking a major overhaul of our electronic execution stack in FICC. You will work with other engineers and traders to extend the functionality of this new system, both to implement new strategies and improve existing ones. You'll do this with a keen eye on performance, guided by a robust measurement framework and lots of experimentation. You'll be doing all this in the context of several asset classes (bonds, currencies, and commodities) and will have an opportunity to develop a deep understanding of how GS interacts with some of the most dynamic and liquid markets in the world.

Principal Responsibilities
  • Analyze trading system performance and identify areas for improvement.
  • Generate ideas for system enhancements that drive commercial performance
  • Implement, test and deploy these ideas.
  • Improve the safety and reliability of trading systems.
  • Work constructively in collaboration with other team members.
  • Manage work to balance the short-term needs of the business with strategic enhancements.

Experience/Skills
  • Strong academic background in Computer Science or an analytical field such as Mathematics, Physics, Engineering, etc.
  • Strong software engineering background.
  • Proven ability to analyze data and draw useful commercial conclusions.
  • Comfortable communicating technical topics to non-specialist audiences.
  • History of productive interaction with other groups, especially sales, trading and other technology teams.
  • Experience building Java-based systems with strict requirements for low-latency (microseconds count) and deterministic performance.
  • Performance tuning/optimization of distributed systems.
  • Know your way around a Linux terminal.
Preferred Experience
  • Securities/trading experience is a plus but not required.
  • Multi-threaded/concurrent programming, lock-free algorithm
  • Just-in-time compilation/code path optimization.
  • Memory management strategies in Java.
  • JVM tuning for low-latency.
  • Advanced knowledge of Linux kernel/OS internal.
  • Low-latency messaging, network protocols, network I/O in Java, JNI.
  • Hardware stack and hardware architecture from a latency perspective.


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

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