Software Engineer

Job title:

Software Engineer

Company:

Goldman Sachs

Job description

MORE ABOUT THIS JOB:AHE (Automated Hedging Engine) team is a subgroup within XDA (cross-asset derivative automation) strats, where we focus on delivering the best-in-class hedging automation solutions.The team work closely with internal traders, sales and external portfolio managers to build and enhance the systematic trading strategy for optimal portfolio risk management. RESPONSIBILITIES AND QUALIFICATIONS:Responsibilities

• Design and develop automated hedging engine (AHE) system for cross asset portfolio risk management
• Work closely with business to design and build automated trading algorithm that drives commercial impacts
• Hands-on research and development of trading strategies with the team
• Collaborate with core team to leverage cutting edge technology to deliver high performance distributed system solutions
• The role is a mix of solid programming, algorithmic trading, good grasp of the mathematical and financial aspects behind derivatives analytics
• You will be involved in all the aspects of delivering solutions: from the early stages quantitative research to analyse the problems to build and release a fully scalable solution, via all the prototype iterations with the parties involved
• As you gain more experience, you will be able to participate in the designing trading strategies, strategical infrastructure decisions and improve your expertise on specific asset class to become the main go to person

Basic Qualifications

• BS/MS or PhD in a computational field – Engineering, Computer Science, Applied Mathematics, Physics
• Strong background in either computer science or applied mathematics and solid base on the other plus the intellectual curiosity to progress into the domain
• Solid programming background in any modern programming language (Java, Python, C/C++, Scala, etc.) and good grasp of system design
• Interest and desire to learn about financial markets, but prior expertise not a pre-requisite
• Ability to learn quickly in fast moving environment
• Ability to solve complex problem with elegant solutions, and to articulate those to any audience
• Strong communication skills both verbal and written

Preferred Qualifications

• Experience in algorithmic trading, including quant research and quant dev
• Experience in derivative pricing and trading model is a plus but not required
• Experience in statistical modelling or machine learning is a plus but not required

ABOUT GOLDMAN SACHS:ABOUT GOLDMAN SACHSAt Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.We believe who you are makes you better at what you do. We’re committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at .We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more:© The Goldman Sachs Group, Inc., 2021. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity

Expected salary

Location

Warszawa, mazowieckie

Job date

Sat, 20 Jul 2024 03:41:01 GMT

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