IMD, Core Strats, Analyst/Associate
Goldman Sachs’ Strats business unit is a world leader in developing quantitative and technological techniques to solve complex business problems. Working within the firm’s trading, sales, banking and investment management divisions, strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities.
Responsibilites
• Design, develop, and maintain a world-class, high-performance and low latency data management systems which combines a massively-scalable server infrastructure in close coordination with trading business to help drive this trading business to become a more profitable and more streamlined operation
• Develop technical architecture/infrastructure for live support for clients and traders
• Develop quantitative research tools and portfolio management tools
• Work with Trading/Research departments in designing and formulating the model validation rules
• Implement the rules and procedures in an object-oriented framework
• Collect and analyze statistics on trading models and devise analytical/software engineering approach to improve the test and production procedures
• Produce reports on performance models and data regarding their status in the validation or production process
• Design and implement user interface to interact with Trading/Research departments on trade submission and validation
Experience required
• Knowledge of networking protocols: parallel/distributed, multithreaded/ multi-core programming in distributed environment
• Competent in design and analysis of complex data structures and algorithms
• Knowledge of modern software design for managing and exploring very large datasets
• Knowledge of data mining using statistical tools, optimization, and machine learning techniques
• Experience in simulation and modeling, large software systems, relational databases especially proficiency in SQL
• Prior experience in developing algorithmically complex C/C++/Java applications and programming abstract data structures
• Experience with GUI design and development and event-driven programming Goldman Sachs is an equal opportunities employer and is committed to the principle of diversity.
Goldman Sachs conducts background checks on individuals offered employment with the firm and employment with Goldman Sachs is conditional upon individuals successfully completing those checks. As part of the background check process, Goldman Sachs may need to obtain a record of disclosable criminal convictions form a government agency such as the Criminal Records Bureau. The firm has adopted policies on the recruitment of ex-offenders and on the retention, storage and disposal of criminal information which are available on request.
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