Vice President with Goldman Sachs & Co. LLC in New York, NY.
RESPONSIBILITIES AND QUALIFICATIONS:
Vice President with Goldman Sachs & Co. LLC in New York, NY.
Duties: Vice President with Goldman Sachs & Co. LLC in New York, NY. Serve as a key member of the Strategies team for New York Equities Synthetic Products Group (SPG) trading desk, responsible for development and maintenance of pricing models, risk systems and financial analytics applications for trading of equities, futures, and ETF stocks. Own and manage deliverables and be responsible for all phases of development cycle including post production support for the business users. Make enhancements to the pricing models to extend product offering and improve client experience for existing products. Build new platforms that implement models robustly and efficiently, taking advantage of parallelization and distributed computation. Increase operational scale, resiliency and reduce costs via process automation. Develop risk controls and reports to reduce the operational and market risk for the trading desk. Serve as a key point of contact for business users, resolve urgent queries and generate critical on-demand reports. Work with global team of engineers to deliver effective solutions.
Job Requirements: Bachelor’s or Master’s degree (U.S. or foreign equivalent) in Financial Engineering, Computer Science, Financial Mathematics, or related field. Bachelor’s degree and seven (7) years of experience in the job offered or in a related role OR Master’s degree and five (5) years of experience in the job offered or in a related role. Prior experience must include three (3) years: Working closely with business stakeholders to understand business needs, define functional and non-functional specifications, perform proof of concepts, propose solutions using the right set of technologies; working with Derivatives Pricing and Greeks, including modeling of equities funding spreads, asset levels, currency exchange rates, interest rates and counterparty credit; developing real time pricing and risk management systems using object oriented programming languages, such as Java, Python and C++; utilizing foundational mathematical concepts, including continuity, differentiability, Taylor formulas, differential equations, integration, linear algebra, discrete and continuous probabilities, optimization and linear regression; developing scalable and performant server-side processes using a combination of scripting, high-level programming languages, and Object oriented concepts; working with software algorithms: sorting, dynamic programming, graph algorithms, and hash tables; and using large scale databases and related technologies, such as SQL and Mongo to persist and analyze financial data. Prior experience must include one (1) year: Working with end-to-end development cycle including requirements analysis, coding, testing, User Acceptance Testing and maintenance of pricing models, risk systems and financial analytics applications.
ABOUT GOLDMAN SACHS:
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.
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