- Job id
- 20065
- Location
- New York
- Full/Part Time
- Full-time
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Job Summary & Responsibilities
Duties: Manage and supervise design, development, tests and documentation of highly reliable client and server-side systems in a structured, disciplined, and fast-moving environment for algorithmic trading systems. Lead a group of technologists, strategists and traders to analyze business processes in Equities Derivatives to identify revenue generating/cost reducing opportunities. Analyze PNL, decompose PNL to understand attribution, internal PNL distribution and identify areas growth in revenue and margin optimizations. Responsible for execution costs – exchange fees and brokerage invoices, update rules as appropriate and model smart router algorithms to optimize on fill rates and exchange fees. Analyze the options business to identify highly manual areas and propose/implement a plan to automate the functions along with cost/PNL analysis. Using firm’s proprietary languages, perform software design, development and full application life cycle of high volume/high performance real-time pricing and trading applications for the equity derivatives trading business including listed options trading as well as market making and order management systems. Lead an implementation team and supervise the work of 1 or more employees.Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)
Job Requirements: Bachelor’s degree (U.S. or foreign equivalent) in Computer Science, Computer Engineering, or related field. Five (5) years of experience in the job offered or a related financial software development position. Must have five (5) years of experience with: developing in an object oriented language in an enterprise application development environment; developing and enhancing communication protocols for distributed GUI and server components in Java/C++/C#; and analyze large datasets using relational databases such as Sybase/Oracle/SQL. Must have at least three (3) years of experience with: Equities Derivatives, including Pricing of Options and options market structure; algorithmic trading of options, including experience analyzing execution quality of options, PNL decomposition and cost of options trading; and designing optimized algorithms for automated trading and high performance systems for equities derivative products. Must have at least two (2) years of experience with: PNL Attribution, Business Model, experience and demonstrated track record improving efficiency in a Derivatives business; analyzing options execution quality; and leading projects in algorithmic trading.
Qualified Applicants: Apply at: https://careers.gs.com If New User, Click on ‘Register Now’. Upon completion, an email with a link will be sent to you. Click or paste link into browser and log-in. On Welcome screen, enter job code into “Keywords:” field and click on “Search”. Click on the job from the results to apply. Complete application tabs, then click ‘Submit’. If already registered, log-in and follow above instructions to submit an application. NO PHONE CALLS PLEASE.
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