Engineering - FICC FAST Strats - Quantitative Data Engineer - Associate/VP - NYC

Location(s) US-NY-New York
Job ID
2017-8314
Schedule Type
Full Time
Level
Vice President/Executive Director, Associate
Function(s)
General
Region
Americas
Division
Securities
Business Unit
FICC Desk Strats
Employment Type
Employee

MORE ABOUT THIS JOB

What We Do

 

Franchise Analytics, Strategy & Technology (FAST):

 
FAST is a cross-divisional team in Fixed Income, Currencies & Commodities (FICC). FAST Strats partner with sales, traders and franchise managers in FICC market making businesses to understand and quantify opportunities, inefficiencies and workflow obstacles. We develop intuitive and relevant analytics to optimize business leaders’ decision making and, partnering with FAST technologists, convert data-driven insights into action by embedding those analytics into simple front-line sales and trading workflow tools. 

 

 

Your Impact

 

As a front-office Strat on a quickly growing team, you will be at the forefront of a data-driven initiative to optimize decision making across multiple asset classes. You may be building a chatbot that uses Bayesian inference and Natural Language Processing to suggest potential trades, or designing metrics that analyze inquiry and trading activity to enhance client relationships. At times you will be asked to step into the high-pressure environment of the trading floor and at others you will be called upon to guide the decisions of leadership. Whether your interests fall in machine learning, business optimization or full stack development, you will find your calling amidst our diverse team. 

RESPONSIBILITIES AND QUALIFICATIONS

Responsibilities

 

This role will draw upon your knowledge of programming and mathematics: you will be challenged to rapidly prototype early-stage solutions and build models—e.g., forecasting the trades and themes our clients may be interested in or predicting the daily trade volume of a bond. Data-driven insights from usage patterns and user feedback will drive you to condense your work into simple and efficient real-time workflow tools. You will also be required to think strategically on a higher level, proposing new business metrics or suggesting alternatives. As you gain expertise in the dynamics of the trading business, you will have the opportunity to dive deeper into your areas of interest.

 
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.

 


Basic Qualifications

  • BS/MS or PhD in a computational field – Applied Mathematics, Physics, Engineering, Computer Science 
  • Quantitative background including an understanding of probability and statistics 
  • Strong programming background in compiled or scripting languages (C/C++, Python, Java, etc.) 
  • Interest and desire to learn about financial markets ‘Excellent written and verbal communication skills

Preferred Qualifications

 

  • Experience in data science, advanced statistics 
  • Familiarity with statistical computing languages or packages (R, numpy/scikit-learn, Matlab) 
  • Experience with distributed computing 
  • Ability to solve problems and explain the ideas that underlie them 
  • Confidence to work in a high-pressure environment and deliver results

 

 

Who We Are

 

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.

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., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.

Options