Asset & Wealth Management - Sr. Software Engineer - Vice President - New York

Goldman Sachs Asset Management manages approximately $3.2 trillion across a variety of asset classes and mandates including institutional portfolios, high net worth accounts and mutual funds, using sophisticated investment models that have been developed in an innovative research environment. Current investment solutions span all geographies and include actively managed quantitative and fundamental strategies across all asset classes, fund and index replication, global tactical asset allocation, tax advantaged offerings, income based strategies, factor based investing, and ESG oriented portfolios - with more strategies under development. As one of the longest-running teams in the industry, GS AMD has developed a strong reputation for innovation, excellence, teamwork and camaraderie.

 

Quantitative Investment Strategies or QIS, manages over $100 billion across a variety of mandates including institutional portfolios and funds. We employ a mix of sophisticated quantitative models, that have been developed in an innovative research environment to help our clients achieve better returns. As one of the longest-running quantitative teams in the industry, QIS has developed a strong reputation for innovation, excellence and teamwork.

 

ROLE DESCRIPTION

We are seeking a Senior Software Engineer to join our team as we build innovative solutions for the QIS business. In this role, you will be part of a highly motivated team designing and developing high performance, scalable solutions for our quant investment business. Work closely with quant researchers, data scientists and portfolio managers in a dynamic and data-driven environment to build our next generation portfolio construction and trading platforms.

 

Responsibilities include:

 

• Design, build and maintain scalable, high throughput, cloud native systems for quantitative research and trading.

• Collaborate with quants, traders, and data scientists to develop customized workflows for model generation, portfolio rebalancing and trade execution

• Optimize system performance to reduce latency, in a high availability, high-throughput trading environment.

• Ensure code quality, security and compliance in a highly regulated financial environment

• Mentor junior engineers and contribute to shaping development and architectural best practices

 

Skills & Qualifications

 

Programing Languages

· Strong expertise in Java and Python

· Knowledge of scripting languages (e.g. bash, ksh, PERL)

 

Cloud & Infrastructure

· Deep understanding of cloud platforms (AWS and/or GCP) and experience with K8s, Docker and Terraform

· Experience in serverless architectures, distributed computing and microservices

 

Data & Machine Learning

· Experience working with machine learning frameworks (TensorFlow, PyTorch, Scikit-Learn etc)

 

Finance & Trading (Preferred)

· Prior experience with global financial markets and quantitative investment and trading approaches is a plus

· Knowledge of market data, portfolio management systems, order management systems is a plus

· Understanding of quantitative finance and portfolio optimization is a plus

 

Software Engineering & Best Practices

· Experience in Object Oriented Analysis, Design and testing best practices

· Strong data structures, algorithms, and distributed computing concepts

· Strong working experience with database technologies - Schema & no-schema – Sybase, DB2, Mongo, Single Store

· Experience with all stages of the development lifecycle: inception, analysis, design, review, testing, and deployment

· Experience with CI/CD pipelines

 

Soft Skills

 

· Ability to communicate in both technical and non-technical terms depending on the target audience

· Excellent analytical and problem-solving skills

· Ability to work in a fast-paced high-stakes environment with minimal supervision

· Solid verbal and written communication skills

· Integrity and an ability to thrive in a team environment.

· High degree of attention to detail and ability to manage complex processes, along with the judgment to balance risk/benefit tradeoffs

Suitable background would be in Computer Science/Electrical Engineering/Math/Physics

 

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 o