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MORE ABOUT THIS JOB Associate-Intermediate-Research/VP with Goldman Sachs & Co. LLC in New York, NY.
Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)
RESPONSIBILITIES AND QUALIFICATIONS Duties: Associate-Intermediate-Research/VP with Goldman Sachs & Co. LLC in New York, NY. Apply data science principles to study market microstructure and model market impact, information leakage, adverse selection and price attractiveness. Calibrate short term liquidity and price signals and devise ways to incorporate these in the firm's automated trading, routing and principal liquidity products. Develop statistical techniques to measure and identify improvements to execution quality and evaluate the results of structured experiments. Implement new models and trading strategies in the production environment and see these through the full calibration, development, testing, release and monitoring cycle. Document model insights and performance enhancements for in-depth conversations with clients on the firm's electronic trading products. Job Requirements: Master's degree (U.S. or foreign equivalent) in Electrical Engineering, Applied Mathematics, Computer Science or a related field. Three (3) years of experience in the job offered or related position working with market microstructure. Prior work experience must include three (3) years: Applying knowledge of equity markets and market structure and conducting analysis of large trades and complex strategies; Development experience in Python or R; Model calibration using linear, non-linear and non-parametric regression techniques; Utilizing optimization techniques such as dynamic, linear and non-linear programming; Organization, querying and manipulation of large data sets using high performance databases such as Spark and Hadoop; Utilizing machine learning techniques such as Bayesian learning, neural networks, Markov chain models and principal component analysis; Applying understanding of market making models and how principal risk inventory is managed; Communicating quantitative concepts to specialized and non-specialized audiences.
ABOUT GOLDMAN SACHS The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.