As a Core Engineer you will be expected to deliver Goldman Sachs’ research, data and pricing to clients using Marquee’s APIs and quant libraries. Determining client requirements will require interaction with clients of Goldman Sachs, in addition to traders, sales people and fellow strategists across all lines of business and cross asset class. Delivering best-in-class solutions will necessitate leveraging your strengths in software engineering and knowledge of valuation and risk management, across all asset classes.
Responsibilities
· Design and implement scalable APIs for data and risk calculation, modification and storage
· Expression of market data in various coordinate systems and mappings between them
· Work in a fast-paced environment as a self-starter
· Strive for personal and collaborative excellence in everything you do
· Collaborate efficiently within a diverse global team spanning multiple continents
· Build consensus across teams; think and implement stable and scalable designs to support the Firm’s focus on system convergence and externalization
· Client focus: think of APIs as a service and provide internal and external users with outstanding SLAs
Basic Qualifications
· Bachelor’s degree or relevant work experience in: Computer Science, Mathematics, Electrical Engineering, Physics
· Experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
· Expertise in object oriented language (preferably Java)
· Strong problem solving and analytical skills
· Excellent knowledge of functional programming and object-oriented programming
· Knowledge of design patterns, data structures, and algorithms
· Comfortable multi-tasking, managing multiple stakeholders and working as part of a global team
Preferred Qualifications
· Commercial awareness
· Knowledge of financial markets, particularly from a quantitative viewpoint
· Ability to support a trading desk or external clients under significant time pressure
· Knowledge of ElasticSearch / NoSQL databases (certain roles)
· Experience working with large-scale low-latency distributed systems (certain roles)
· Experience architecting, designing, and developing applications on a Public Cloud Service e.g. AWS (certain roles)
Why Marquee
· Work on some of the most complex technical and design opportunities in technology and finance
· Learn from the foremost experts in finance, technology, and math who are diverse in their academic, ethnic, and social backgrounds
· Benefit from ongoing training, development, and mentoring to advance in your career