Quantitative Engineer Rev - Marquee Pricing & Risk Solution

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Job description

MORE ABOUT THIS JOB
As a Full Stack Engineer you will be expected to deliver Goldman Sachs' research, data and pricing to clients using Marquee's APIs and quant libraries. Determining client requirements will require interaction with clients of Goldman Sachs, in addition to traders, sales people and fellow strategists across all lines of business and cross asset class. Delivering best-in-class solutions will necessitate leveraging your strengths in software engineering and knowledge of valuation and risk management, across all asset classes.

Responsibilities

• Design and implement scalable APIs for data and risk calculation, modification and storage
• Expression of market data in various coordinate systems and mappings between them
• Work in a fast-paced environment as a self-starter
• Strive for personal and collaborative excellence in everything you do
• Collaborate efficiently within a diverse global team spanning multiple continents
• Build consensus across teams think and implement stable and scalable designs to support the Firm's focus on system convergence and externalization
• Client focus: think of APIs as a service and provide internal and external users with outstanding SLAs

Basic Qualifications

• Bachelor's Degree in a relevant field: Computer Science, Mathematics, Physics, Engineering
• Knowledge about popular design patterns and algorithms
• Excellent programming skills in a major programming language
• Experience designing scalable and reliable systems, with a focus on APIs / modularity
• Efficient and effective communication skills

Preferred Qualifications

• Commercial awareness
• Knowledge of financial markets, particularly from a quantitative viewpoint
• Ability to support a trading desk or external clients under significant time pressure
• Knowledge of ElasticSearch / NoSQL databases (certain roles)
• Experience working with large-scale low-latency distributed systems (certain roles)
• Experience architecting, designing, and developing applications on a Public Cloud Service e.g. AWS (certain roles)

RESPONSIBILITIES AND QUALIFICATIONS
As a Full Stack Engineer you will be expected to deliver Goldman Sachs' research, data and pricing to clients using Marquee's APIs and quant libraries. Determining client requirements will require interaction with clients of Goldman Sachs, in addition to traders, sales people and fellow strategists across all lines of business and cross asset class. Delivering best-in-class solutions will necessitate leveraging your strengths in software engineering and knowledge of valuation and risk management, across all asset classes.

Responsibilities

• Design and implement scalable APIs for data and risk calculation, modification and storage
• Expression of market data in various coordinate systems and mappings between them
• Work in a fast-paced environment as a self-starter
• Strive for personal and collaborative excellence in everything you do
• Collaborate efficiently within a diverse global team spanning multiple continents
• Build consensus across teams think and implement stable and scalable designs to support the Firm's focus on system convergence and externalization
• Client focus: think of APIs as a service and provide internal and external users with outstanding SLAs

Basic Qualifications

• Bachelor's Degree in a relevant field: Computer Science, Mathematics, Physics, Engineering
• Knowledge about popular design patterns and algorithms
• Excellent programming skills in a major programming language
• Experience designing scalable and reliable systems, with a focus on APIs / modularity
• Efficient and effective communication skills

Preferred Qualifications

• Commercial awareness
• Knowledge of financial markets, particularly from a quantitative viewpoint
• Ability to support a trading desk or external clients under significant time pressure
• Knowledge of ElasticSearch / NoSQL databases (certain roles)
• Experience working with large-scale low-latency distributed systems (certain roles)
• Experience architecting, designing, and developing applications on a Public Cloud Service e.g. AWS (certain roles)

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://

© 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