Top Investment Bank #005
Strategists in the Systematic Market Making group play an integral role on the trading floor. We develop automated trading systems for the firm and its clients. We build complex parallel computing architectures, electronic trading tools, and models to help us serve our clients better. We strive for technical excellence that translates into faster, more reliable service and better execution for our customers. Throughout the Securities Division, eTrading Strats are using quantitative and technological techniques to solve complex business problems. As an eTrading Core Strat, you will be building the foundational technologies to run those algorithms on markets around the world, and to enable the research and analysis that support them. We are looking for developers who are interested in applying bleeding-edge technologies to solve problems in electronic trading. In a team of energetic, self-motivated individuals, we need someone who can take the initiative at any stage of the software cycle, from inception, through development to release and support. This role also interacts with a variety of other Strategies, Technology, Trading and Sales teams. The structure is flat and the successful candidate will be able to manage his or her time to have maximum impact.
You will be working on a small team undertaking a major overhaul of our electronic trading stack in FICC. You will work with other strats and business clients to extend the functionality of our new quoting infrastructure, all with a keen eye on performance, guided by a robust measurement framework and lots of experimentation. You’ll be doing all this across multiple asset classes (bonds, currencies, equities, and commodities), and will have an opportunity to develop a deep understanding of how GS interacts with some of the most demanding clients and supports a variety of complex financial instruments around the world.
· Experience building Java-based systems with strict requirements for low-latency, deterministic performance, and high complexity.
· Performance tuning/optimization of systems/software
· Shell/Bash scripting skills.
· Strong academic background in Computer Science or an analytical field such as Mathematics, Physics, Engineering, etc.
· Strong analytical and problem solving skills
· Excellent verbal and written communication skills
· Securities/trading experience is a plus but not required
· Multi-threaded/concurrent programming, lock-free algorithms
· JVM internals, tuning for low-latency
· JNI, NIO
· Low-latency messaging, network protocols, network I/O in Java