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The Goldman Sachs Group

Quantitative Engineering, One Delta Systematic Market Making

The Goldman Sachs Group, New York, New York, us, 10261


Quantitative Engineering, One Delta Systematic Market Making, Analyst

One Delta Systematic Market Making (SMM) oversees real-time automated trading strategies that collectively execute and hedge billions of dollars of risk on a daily basis, as well as curate and maintain large datasets that help us optimize our business and serve our clients. You'll be a member of a small and highly integrated team of Strats and TWCs (Traders Who Code), where you will align and collaborate with various risk desks in the business. The team runs our Central Risk Book business across Cash and Vol and closely collaborates with our One Delta and Volatility businesses within Equities. The team is always expanding, and fits a variety of skill sets from more quantitative for pricing/hedging/strategy to more technical for developing high quality, scalable software and automation.

RESPONSIBILITIES AND QUALIFICATIONSResponsibilities

Develop automated trading technology front-to-backDevelop and analyze strategy backtestsBuilding pricing, risk and capital models for stocksWorking directly with traders on strategies to navigate rapidly changing market and risk conditions

Who We Look For

An ideal candidate would have strong quantitative and technical problem solving skills, drive to investigate and learn new ideas, and good judgement to deliver quick yet robust solutions.

Basic Qualifications

Bachelors in CS/Engineering or equivalentCoding experience in Python and/or JavaExcellent written and verbal communication skills.Ability to work in a dynamic and fast-paced and deliver accurate results quickly.Ability to solve problems and to explain underlying ideas

Salary RangeThe expected base salary for this New York, New York, United States-based position is $110000-$125000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.

BenefitsGoldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here.

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