Vice President - SEC121818EPEQSMM
Posted on Jan 22, 2019 by Goldman Sachs
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.
- Design, develop and implement low-latency, high-throughput, multi-threaded trading platform components in C++ for a client-facing electronic market making system for US exchange listed securities (e.g. equities and ETFs).
- Perform quantitative analysis of large, high dimensional datasets of real-time exchange and client activity. Use simulations to model real-time automated trading system behavior.
- Evaluate analytics such as latency and performance vs. simulations of real-time automated trading systems.
- Apply advanced optimization and related numerical techniques to design and implement market making and risk management algorithms for direct to capital client liquidity provisions activities.
- Develop pricing applications and analytics for order flow segmentation that are capable of performing multidimensional binning of data sets.
- Produce client specific analytics and reports that cover liquidity, volume, positioning, volatility and other related metrics for use by trading desks of major broker dealers and large asset managers.
- Master's degree (US or foreign equivalent) in Applied Mathematics, Computer Science, an Engineering specialty or a related field and two (2) years of experience in the job offered or in a related software and quantitative analysis position.
- Must have two (2) years of experience with: designing, developing, testing and releasing in production of mission critical, multi-threaded software in object oriented programing languages such as (C++); demonstrated software engineering experience including working across the full Software Development Life Cycle (SDLC), Quality Assurance (QA), software best practices, software deployment, and understanding of peripheral requirements such as hardware, networks and databases; writing software for high-performance, low-latency and high-resiliency distributed architecture trading systems for market making equities or equity derivatives; coding of algorithms for execution strategies in an object oriented programing language such as C++; applying knowledge of equity or equity derivatives markets and market microstructure to build and test execution/risk management strategies; coding applications for statistical analysis and storage of large and high-dimensional datasets of real-time market data in object oriented programing languages such as C++ or scripting languages such as Python or Perl;