Quantitative Engineer - PA SPG Strats

Goldman Sachs (São Paulo SP, Brasil) Publicado 4 dias atrás

ENGINEERING

What We Do

At Goldman Sachs, our Engineers don’t just make things – we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets.

Engineering, which is comprised of our Technology Division and global strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities? Start here.

Who We Are

This is literally a global team with members working from different locations around the world such as New York, London, Hong Kong and Bengaluru.

As a Eqs Portfolio Analytics Strat you will be required to understand the math and logic behind different financial products as well as how they interact with each other for different market scenarios and how several macro/micro economic variables/events might impact their prices.

Since this team is responsible for computing prices, explaining PnL and running risks (what-if analysis) for huge portfolios of complex financial products, they have to build and support a robust, scalable and consistent application where different types of data are published frequently. In addition to that, they have to make sure that the performance of this application is always improved (both in terms of stability and running time) as the numbers they provide are used by different trading desks for important decision making and these desks always have to react quickly to market moves.

Besides all these, they also have to store great part of the data they compute every day so trading desks can keep track of their day-to-day market exposure as a tool for internal decision making but also for reporting numbers to regulators.

Who We Look For

Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.


Role Responsibilities

  • Develop a fully automated risk platform for equity business for both end-of-the-day and real-time risks
  • Provide analytics to the trading desks and trading heads, focusing on risk and Profit and Loss analysis
  • Optimize existing infrastructure and code base for better performance
  • Work with different types of databases and data models
  • Interact with different peopled and teams from different backgrounds across the world

Technology stack

  • Slang (internal programming language similar to Python)
  • Graphs
  • Parallel computing
  • Java
  • Hazelcast
  • ElasticSearch
  • SQL
  • Unix

Basic Qualifications

  • Strong programming skills
  • Strong background in math
  • Good knowledge about algorithms
  • Excellent written and verbal communication skills

Preferred Qualifications

  • Experience with advanced algorithms and/or numerical methods.

ABOUT GOLDMAN SACHS


At 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 GS.com/careers.

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html



© 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

Quantitative Engineer - PA SPG Strats

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