The Core Engineering-New York-Associate-Software Engineering

Goldman Sachs • New York, NY

1d • $115,000 - $180,000

About The Position

Capital Risk Engineering combines computer science, mathematics, and finance to produce large-scale, computationally intensive calculations of the risk Goldman Sachs faces in its business transactions. The team’s data platform supports accurate and timely delivery of critical risk metrics. The Associate Software Engineer works across a broad range of applications and technologies to help keep the platform operating efficiently.

The engineer works with a global team to build and support common tools, platforms, and applications delivered as software products or hosted services. The work includes acquiring and storing high-quality data, performing time-constrained risk computations using distributed computing, and making data available for actionable risk insights through analytical and response interfaces. The position applies credit risk domain experience and collaborates with business areas and technology teams on high-profile projects.

Requirements

• Bachelor’s degree in Computer Science, Mathematics, Electrical Engineering, or a related technical discipline.
• 3–5 years of experience working with risk technology teams at a large investment or retail bank, or comparable financial institution.
• Experience in credit risk management functions and processes, knowledge of major regulatory deliverables for credit risk, and expertise in related technology.
• Software development experience and a clear understanding of data structures, algorithms, software design, and core programming concepts.
• Ability to multitask, manage multiple stakeholders, and work as part of a team.
• Comfort working with multiple programming languages, including learning proprietary software coding when required.
• Experience or familiarity with Scala, Java, Python, Spark, Linux and shell scripting, TDD (JUnit), and build tools such as Maven, Gradle, or Ant.
• Experience with one or more major relational or object databases.
• Experience with process scheduling platforms such as Apache Airflow.
• Willingness to work with Goldman Sachs proprietary technology such as Slang/SECDB.
• Understanding of compute resources and ability to interpret performance metrics such as CPU, memory, threads, and file handles.
• Knowledge and experience in distributed computing, including parallel computation on a single machine (such as DASK) and distributed processing on public cloud.
• Knowledge of the software development life cycle and experience working through a project’s full life cycle.

Responsibilities

• Serve as a senior developer on large projects involving a global team of developers and risk managers.
• Apply credit risk domain experience and quickly ramp up to work with the global team.
• Tune applications to improve memory and CPU utilization.
• Perform statistical analyses to identify trends and exceptions related to market risk metrics.
• Build internal and external reporting for risk metric calculation outputs using data extraction and visualization tools.
• Use web development technologies to support front-end user interfaces for risk management actions.
• Develop software for calculations using Snowflake, Sybase IQ, and distributed HDFS systems.
• Work with business users to resolve application issues.
• Design and support batch processes using scheduling infrastructure to calculate and distribute data to other systems.
• Oversee junior technical team members throughout the software development life cycle, including design, code review, and production migrations.

Benefits

• Eligible employees may receive a discretionary bonus if active as of fiscal year-end.
• Competitive benefits and wellness offerings are available to eligible active, non-temporary, full-time and part-time US employees working at least 20 hours per week; details are provided in the linked benefits summary.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level