GBM - Public Dept-Bengaluru-Vice President-Quantitative Engineering

About the role

Goldman Sachs Electronic Market Making – Software Engineer – Vice President – Bengaluru The Electronic Market Making Cash Trading team systematically provides liquidity in US Equities and ETFs, both on-exchange and to low-touch client flow. The team leverages quantitative research combined with low-latency trading infrastructure to develop and implement automated trading and risk management strategies.

What you'll do

• Be working on building and enhancing platforms focused on electronic trading, market making and execution
• Work with other engineers and trading teams to improve all aspects of execution, price-making and risk management
• Do this with a keen eye on performance, guided by a robust measurement framework and lots of experimentation
• Design, build and maintain high performance, low latency trading platform which can evolve and adapt to changes in our fast-paced, global business environment
• Analyze trading system performance and identify areas for improvement

What you need

• 5–10 yrs of experience
• C++
• Data structures
• C
• Any graduate

Good to have

• Python
• Scikit-learn
• Linux
• Statistics
• NumPy