Job Duties: Associate, Quantitative Engineering with Goldman Sachs & Co. LLC in New York, New York. Design, build, and maintain highly specialized, low latency Equities Trading Algorithms used by clients for order execution. Participate in the full product lifecycle: requirements gathering, design, implementation, testing, and support. Develop and enhance data collection tools to support data driven decision-making. Observe, measure, and improve performance of trading algorithms. Assist on driving large scale technical projects to completion by coordinating with relevant teams involved on tasks and timeline, and update stakeholders on progress. Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues. Analyze large data sets (structured and unstructured) to build predictive trading models. Develop, refine, and improve trading signals and models by leveraging knowledge in financial markets, economics, current events, statistical analysis, and programming. Create and maintain clear and complete technical documentation of the algorithm model, performance testing approach and process.Job Requirements: Bachelor’s degree (U.S. or foreign equivalent) in Physics, Mathematics, Computer Science, Applied Mathematics, or related quantitative field and two (2) years of experience in job offered or a related quantitative engineering role. Prior experience must include two (2) years of experience with: Programming experience in object-oriented programming languages including Java or C++, beyond basic scripting; working with large scale time series dataset; working with the main design patterns in object-oriented language, including Singleton and Factory; working with large-scale database and performing SQL query; utilizing data structure algorithms to build large-scale server-side applications; building tools and Application Programming Interfaces (APIs) for performance analysis and visualization; utilizing statistics and data driven performance analysis including Linear Regression and Time Series Analysis to measure performance; utilizing end-to-end Software Development Life Cycle (SDLC) including requirement gathering, design solution, implementation, User Acceptance Testing (UAT), production deployment and release management; knowledge of Financial markets, including working with various securities types, trading mechanisms, and compliance rules; developing probability and pricing models utilizing financial mathematics principles, including stochastic calculus, partial differential equations, linear algebra, optimization, probability, or random processes; quantitative analysis and model development using advanced econometric, statistical, and mathematical techniques, time series analysis, or machine learning algorithms; and performing scenario-based market and trading analysis.Job Code: 8075933Salary Range: The expected annual base salary for this New York, New York, United States-based position is $164,000 - $189,000. 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: https://www.goldmansachs.com/careers/discover/benefits-summary-US.pdfQUALIFIED APPLICANTS: Apply at gs.com and click on "Careers." NO PHONE CALLS PLEASE. ©The Goldman Sachs Group, Inc., 2024. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity.

Minimum Salary: 164000 Maximum Salary: 189000 Salary Unit: Yearly