Cross-Asset Algo Analytics Engineer

Goldman Sachs (lateral)

New York (NY)

On-site

USD 110,000 - 125,000

Full time

5 days ago

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Job summary

Goldman Sachs is seeking a role within the Strat division in New York to innovate and maintain cross-asset market microstructure analytics. You will develop pre-trade, real-time, and post-trade analytics infrastructure for both internal and external audiences, and work with Sales and Trading to prepare tailored pitches for clients who execute Algos.

The position emphasizes a strong mathematical and computational background, fluency in Python, and experience with database languages (KDB/SQL),

Qualifications

Fluency in Python; background in database languages such as KDB/SQL.
Strong mathematical and computational background.
Good interpersonal and communication abilities; ability to explain technical concepts to non-technical audiences.
Project management skills to coordinate Quant and Tech development timelines.

Responsibilities

Innovate and maintain cross-asset market microstructure analytics to assist clients with execution decisions.
Develop pre-trade, real-time monitoring and post-trade analytics infrastructure for internal and external audiences.
Product development and parameter optimization of existing and new Algos on front-end and back-end.
Collaborate with Sales and Trading to prepare tailored pitches and speak to clients who execute Algos.
Conduct execution strategy analysis and present results to internal and external audiences.
Interact with clients to provide Execution Analysis and Market Color for Algo usage.
Work with 3rd party vendors to distribute Algo products and analytics.