Global Banking & Markets - New York - Vice President, Sales Strats- 9662968

Goldman Sachs • New York, NY

5d • Onsite

About The Position

This role involves communicating with clients and internal parties regarding algorithmic execution capabilities. The position is responsible for developing and delivering market microstructure analytics and algorithm execution capabilities for clients and internal users. Additionally, the role supports and enhances Goldman Sachs’ single-dealer platform Marquee, showcasing it to clients. The position also involves drafting and maintaining marketing materials, liaising with internal departments such as Compliance, Legal, Sales, Trading, and Internal Audit on new releases and periodic reviews, and conducting client roadshows and participating in conferences on electronic markets.

Requirements

• Master’s degree (U.S. or foreign equivalent) in Mathematics, Physics, Computer Science, Engineering, or related field and three (3) years of experience in the job offered or in a related role OR Bachelor’s degree (U.S. or foreign equivalent) in Mathematics, Physics, Computer Science, Engineering, or related field and five (5) years of experience in the job offered or in a related role.
• Using JAVA and Python for programming.
• Understanding of FX electronic markets, algorithmic execution, market microstructure, orderbook dynamics, major FX electronic venues, details of the algorithmic execution offering, futures market dynamics, transaction cost analysis, modelling of market impact, and signaling risk.
• Proficiency with Bloomberg and other multi-dealer platforms (e.g. FXConnect, FXAll, Portware, BidFX, 360T) including testing new algorithmic products that launch there.
• Knowledge of FIX protocol and ability to parse FIX messaging.
• Explaining complex algo products to clients and providing consultancy services to clients on their live algo executions and pre-trade.
• Solid relationships with the algo client base and familiarity with their needs and expectations.
• Mathematical modelling for key projects, e.g. Markov chains and stochastic calculus for modelling spot, volatility, algo duration, stopping times.
• Machine learning models for testing alpha strategies for incorporation into algos.

Responsibilities

• Communicates with clients and internal parties on our algorithmic execution capabilities.
• Develops and delivers market microstructure analytics for clients.
• Develops and delivers algorithm execution capabilities for clients and internal users.
• Supports and enhances Goldman Sachs’ single-dealer platform Marquee and showcases this to clients.
• Drafts and maintains marketing materials related to the above.
• Liaises with internal Compliance, Legal, Sales, Trading, Internal Audit on new releases and periodic reviews.
• Conducts client roadshows and participates in conferences on electronic markets.

What This Job Offers

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