Senior Software Engineer, Global Banking & Markets, Systematic Market Making (SMM)

Goldman Sachs • New York, NY

8h • $150,000 - $300,000

About The Position

Engineers in the Systematic Market Making (SMM) team play an integral role on
the trading floor. We develop and employ automated trading strategies for the
firm and its clients. We build complex parallel computing architectures,
electronic trading tools and models to help us explain market behavior and
predict price movement. Throughout the Global Banking and Markets business
(GBM), eTrading Engineers are using quantitative and technological techniques to
solve complex business problems. As an eTrading Engineer, 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 leading-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 engineering, 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 team focused on electronic market making and execution.
 You will work with other engineers and traders to improve all aspects of
price-making, risk management and execution.  You’ll do this with a keen eye on
performance, guided by a robust measurement framework and lots of
experimentation. You will have an opportunity to develop a deep understanding of
how GS interacts with some of the most dynamic and liquid markets in the world.

Requirements

• Strong academic background in Computer Science or an analytical field such as Mathematics, Physics, Engineering, etc.
• Strong software engineering background.
• Proven ability to analyze data and draw useful commercial conclusions.
• Good communication skills.

Nice To Haves

• Securities/trading experience.
• Multi-threaded/concurrent programming.
• Java/C++ performance tuning.
• Low-latency systems, including messaging, network protocols, network I/O in Java, C/C++, JNI.
• Hardware stack and hardware architecture from a latency perspective.
• Know your way around a Linux terminal.

Responsibilities

• Analyze trading system performance and identify areas for improvement.
• Generate ideas for system enhancements that drive commercial performance.
• Implement, test and deploy these ideas.
• Improve the safety and reliability of trading systems.
• Work constructively in collaboration with other team members.
• Manage work to balance the short-term needs of the business with strategic enhancements.

What This Job Offers

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