Overview

The eCommod strat team creates systems to automatically price, trade and hedge commodities. We trade in a variety of different markets, from fast moving products such as gold to very illiquid grades of crude with clients and on exchange. The challenge is develop algorithms or quant-routines which can accurately reflect a fair price from a number of different inputs of varying quality; and do so robustly within a low latency & high bandwidth environment that can deal with the large transaction volume we see. We work within the cross-asset FICC SMM engineering team and share code, infrastructure and knowledge very freely with other asset classes.

Your Impact:

You will work in fast-paced collaborative development environment.You will research and implement your ideas directly impacting firm pricing and risk-management. You will have exposure to a broad range of financial and technical challenges and solutions.

RESPONSIBILITIES AND QUALIFICATIONS:

Responsibilities:

  • Design, implement and maintain software to the demanding standards of automated trading systems
  • Monitor, research, and optimize pricing, trading, and hedging performance
  • Collaborate within FICC SMM to build out new businesses and to grow the capacity and scope of existing ones
  • Work with sales teams and other trading desks to improve client service through automation and enhance the firm’s overall franchise

Who We Look For:

  • Someone independent, motivated, practical
  • Someone passionate about technology with a commitment to code quality
  • Someone with interest in risk management, financial markets

Basic Qualifications:

  • Exceptional software engineer with experience in Java, Python, C++ or similar language
  • Knowledge of probability, statistics & optimization
  • Excellent problem solving / analytical skills
  • Independently driven and organized
  • Skilled communicator and collaborator
  • Experience in Linux, high-performance computing, and networking a plus
  • Knowledge of finance, hedging, risk management and commodities markets a plus.

To apply for this job please visit uscareers-goldmansachs.icims.com.


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