As a strategist who sits in the Securities Division, you will play an integral role on the trading floor. You may create cutting-edge derivative pricing models and empirical models to provide insight into market behavior, or develop automated trading algorithms for the firm and its clients. You might be involved in analyzing exposures and structuring transactions to meet client needs, or involved in designing and developing complex parallel computing architectures, electronic trading tools, and advanced algorithms.

Throughout the Securities Division, strategists are using quantitative and technological techniques to solve complex business problems. Our core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor. The Quantitative Volatility Trading desk is a registered market maker and specialist on nearly all US listed option exchanges, providing liquidly to over 500,000 options in multiple asset classes using proprietary models, algorithms, and technology. The desk runs a purely algorithmic trading system, which automatically makes decisions on quote and order placement into the market with no manual input. The desk owns the full trading software stack, including direct market data feeds, co-located exchange connectivity via binary APIs, algorithms, analytics, trading strategies, trade booking, and risk management. Software development is done completely in-house, and agile software development techniques are utilized to rapidly test and release changes to production.

As a QVT DevOps Engineer, you will be responsible for managing a proprietary low latency/high throughput/highly scalable distributed trading system used for automated options market making. This includes software releases, configuration, monitoring and support of all production system components, including algorithms, exchange connectivity, market data, analytics, risk management, trade booking, and infrastructure. You will develop applications to automate manual operational tasks as well as build custom real-time monitoring tools and reports. You will sit on the main trading floor, interacting extensively with traders, developers and quants and gaining in-depth exposure to both the business and technology aspects of options trading.


  • Strong academic background in Computer Science, Engineering, Physics or Mathematics
  • Strong programming background in a structured, object-oriented language (C++, Java, etc.)
  • Strong programming background in a scripting language (Perl, Python, etc.) iv.Basic Unix/Linux knowledge (Sysadmin, Shell Scripting, etc.)
  • Undergraduate or graduate Computer Science degree OR at least 2 years programming experience ii.Experience in high-frequency or algorithmic trading
  • Experience in options trading
  • Ability to work in high-pressure and time-sensitive situations
  • Commercial focus, team oriented, self-motivated
  • Articulate writing and verbal communication skills
  • Ability to solve problems and to explain the ideas that underlie them to colleagues

About Goldman Sachs Group

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.

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