• Market Data Infrastructure Strat - Marquee

    Location(s) US-NY-New York
    Job ID
    Schedule Type
    Full Time
    Engineering, Quant/Strats
    Business Unit
    Marquee Engineering
    Employment Type

    What We Do

    • The Market Data Infra team is a global team that works closely with trading, desk strats and various engineering teams to provide efficient firmwide solutions for Market Data.
    • Some of the projects we works on are:
      • APIs for Market Data retrieval, modification, storage
      • Expression of market data in various coordinate systems and mappings between them
      • Tools that allow trading to maintain intra-day live curves. These tools are customizable to different desk needs and built in collaboration with desk strats.
      • APIs for creating intraday snapshots, transporting them and applying them.
      • APIs that publish large scale Market Data internally to allow downstream applications (e.g. live pricing tools, live risk tools) to seamlessly consume that data 

    Your Impact

    • One of the key challenges is to create systems that can be used by multiple businesses. Whereas in the past various desks and businesses developed their own tools, we thrive to offer solutions that allow everyone to be on the same platform.
    • Working on this core infrastructure facilitates other applications who can leverage our work to further build consolidated tools that can be used firmwide.
    • We are a young team with large growth opportunities. We have started to branch out into Credit and Commodities and are looking to onboard Equities as well. Working within this team will give you good exposure to different businesses.



    • As a member of the Market Data Infra team you will be responsible for working with trading, desk strats and other engineers to develop and implement scalable solutions 

    Who We Look For

    • We look for an enthusiastic, proactive and driven individual with a strong desire to build scalable and reliable systems that span multiple businesses.

    Basic Qualifications & Preferred Qualifications (if needed)

    • Strong academic background in a relevant field – Computer Science, Mathematics, Physics, Engineering
    • Excellent applied programing skills in a major programing language (e.g. C++, Java, Python)
    • Experience designing and developing scalable and reliable systems

    Preferred Qualifications

    • Strong communication skills
    • Judgement – ability to work on the trading desk under significant time pressure
    • Commercial awareness
    • Enthusiastic, proactive and driven individual
    • Knowledge of financial markets, particularly from a quantitative viewpoint, would be an advantage



    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.



    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., 2020. All rights reserved.
    Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity