Vice President - SEC01032019AREQEES

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Goldman Sachs USA
  • 17 Feb 19

Vice President - SEC01032019AREQEES

MORE ABOUT THIS JOB Vice President with Goldman Sachs & Co. LLC in New York, NY.

Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)

RESPONSIBILITIES AND QUALIFICATIONS Duties: Vice President with Goldman Sachs & Co. LLC in New York, NY. Apply data science principles to study market micro-structure and model market impact, information leakage, adverse selection and price attractiveness. Calibrate short-term liquidity and price signals and devise ways to incorporate these in the firm's automated trading, routing and principal liquidity products. Develop statistical techniques to measure and identify improvements to execution quality and evaluate the results of structured experiments. Implement new models and algorithmic trading strategies in the production environment using C++ and Java, and see these through the full calibration, development, testing, release and monitoring cycle. Document model insights and performance enhancements for in-depth conversations with clients on the firm's electronic trading products.
Job Requirements: Master's degree (US or foreign equivalent) in Electrical Engineering, Computer Engineering, Applied Mathematics, Computer Science or a related field plus three (3) years of experience in the job offered or in a related market making role using algorithmic trading strategies. Must have three (3) years of experience with: applying knowledge of equity markets and market micro-structure and conducting analysis of large trades and complex strategies; analysis and implementation of algorithmic trading strategies; software development in Java, C++, Python and R; model calibration using linear, non-linear and non-parametric regression techniques; optimization techniques such as dynamic, linear and non-linear programming; organization, querying and manipulation of large data sets using high performance databases such as Spark and Hadoop; machine learning techniques such as Bayesian learning, neural networks, Markov chain models and principal component analysis; applying understanding of market making and market impact models and how principal risk inventory is managed; factor risk models, such as Axioma; and applying SEC Best Execution requirements when calibrating algorithmic models and strategies. Series 7 or 57 license required. Travel required a few times per year for client meetings outside New York City, NY.

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., 2019. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.