The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.
Job Purpose:
- Quantitative developers are responsible for the design, performance and profitability of a very low-latency, high-throughput and extremely-distributed trading system
- Low latency code is written in C++ and runs on linux. Development decisions – even infrastructural ones – are done in a highly-quantitative and data-driven fashion
- Junior candidates will show a strong aptitude for quantitative and statistical thinking as demonstrated by a degree in Physics, Chemistry, Math, CS, Statistics, Mathematical Biology or a similar subject. Experience in C++ is not necessary
- Senior candidates will have a strong track-record of excellent software design; extensive experience with modern C++; will have worked in a large and complex code-base; will have experience in the design and operation of distributed systems and multi-threaded applications; will have experience with the linux sockets and networking stack; and will have a strong working knowledge of modern computer architectures.
Your Responsibilities:
- Quantitative researchers are responsible for models of risk, of co-movement, and of prediction that jointly capture the dynamics of these instruments, as well as a distributed back-testing and data-manipulation infrastructure to develop these models
- QVT makes predictions on timescales ranging from a few microseconds to several weeks, incorporating the dynamics of exchange order books, the historical dynamics of company-specific events, as well as macroeconomic factors affecting risk premia of all varieties
- Candidates will have, above all else, an excellent track-record of distilling complex phenomena to parsimonious and well-motivated mathematical and statistical descriptions
- Models vary from the purely phenomenological to the fundamental
- Candidates will have an undergraduate degree in Physics, Chemistry, Math, CS, Statistics, Mathematical Biology or a similar subject with subsequent experience in the manipulation, dimensional reduction and visualization of large data-sets, or will have a PhD or Post-Doctoral research experience in one of the above subjects with a strong publication record
Skills and Qualifications:
- Bachelors, Masters, or PhD in Physics, Math, Computer Science, Statistics or similar subject
- For Quant Developers: programming experience in C++ or other object oriented languages, experience working with large distributed systems and multi-threaded applications
- For Quant Researchers: strong mathematical and statistical background, experience working with large data sets (data manipulation and visualization)
- Finance experience is not necessary.
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