Strat - Futures Strats Team GBM Public
Futures Strats are responsible for all aspects of the futures electronic trading business, providing sophisticated execution-related services to the firm’s clients, with a particular focus on automated execution algorithms. They are responsible for research, design, implementation, testing and support of high-performance algorithmic trading systems and strategies for the firm’s futures trading businesses. The team interfaces on a regular basis with clients, sales-trading, technology, and other Strats teams.
Responsibilities:
- Design, build and maintain complex, scalable, low latency and high-capacity quantitative models for real time algorithmic trading, order state management, risk management, and other execution functions.
- Design and implement novel trading algorithms and approaches to provide generalizable solutions to complex, high-dimensional problems, ensuring efficiency and scalability across different markets.
- Build state of the art execution and market making algos using statistical and mathematical approaches and develop new models to leverage trading capabilities.
- Work with super-large datasets to extract data and turn data into tradable information.
- Provide quantitative analysis and analyze noisy data. Generate ideas to build complex signals and design overall strategies. Combine methods of theoretical physics and artificial intelligence to generate predictive mathematical models.
- Engineer software applications for high frequency trading and develop logical theories for trade execution.
- Develop and implement feedback mechanisms to continuously improve the accuracy and effectiveness of the models.
- Communicate complex technical concepts and findings to non-technical stakeholders in a clear and concise manner.
- Collaborate with cross-functional teams to understand business requirements and translate them into actionable solutions.
Requirements:
- A bachelor’s degree in Computer Science, Operations Research, Math, Physics or Statistics.
- Proficiency in programming languages like Python, Java or C++ and the ability to write efficient, clean, and maintainable code.
- Background in Probability, Statistics, Machine Learning, Natural Language Processing, Reinforcement Learning, Large Language Models is desirable.
- Excellent written and verbal communication skills, with the ability to convey technical concepts to both technical and non-technical audiences.
Salary Range
The expected base salary for this New York, New York, United States-based position is $150000-$225000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.
Benefits
Goldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here.