Overview
On Site
USD 150,000.00 - 300,000.00 per year
Full Time
Skills
C++
Research design
Algorithmic trading
Real-time
Risk management
Machine Learning (ML)
Business requirements
Computer science
Operations research
Programming languages
Trading
FOCUS
Algorithms
Testing
Interfaces
SAP BASIS
Sales
Design
Management
Scalability
Policies
Research
Collaboration
Mathematics
Physics
Statistics
Training
Python
Java
Communication
Job Details
Global Markets, ML Engineer, Futures Strat
Futures Strats are responsible for all aspects of the futures electronic trading business, providing sophisticated execution-related services to the firm's clients, with a particular focus on automated execution algorithms. They are responsible for research, design, implementation, testing and support of high-performance algorithmic trading systems and strategies for the firm's futures trading businesses. The team interfaces on a regular basis with clients, sales-trading, technology, and other Strats teams.
Responsibilities:
Requirements:
ABOUT GOLDMAN SACHS
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.
We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.
We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: ;br>
The Goldman Sachs Group, Inc., 2023. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity
Salary Range
The expected base salary for this New York, New York, United States-based position is $150000-$300000. 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 .
Futures Strats are responsible for all aspects of the futures electronic trading business, providing sophisticated execution-related services to the firm's clients, with a particular focus on automated execution algorithms. They are responsible for research, design, implementation, testing and support of high-performance algorithmic trading systems and strategies for the firm's futures trading businesses. The team interfaces on a regular basis with clients, sales-trading, technology, and other Strats teams.
Responsibilities:
- Design, build and maintain complex, scalable, low latency and high-capacity quantitative models for real time algorithmic trading, order state management, risk management, and other execution functions.
- Design and implement novel Reinforcement Learning and Machine Learning algorithms and approaches to provide generalizable solutions to complex, high-dimensional problems, ensuring efficiency and scalability across different markets.
- Develop and implement off-policy feedback mechanisms to continuously improve the accuracy and effectiveness of the Reinforcement Learning and Machine Learning models.
- Stay up to date with the latest advancements in Reinforcement Learning. Implement best practices to enhance the research infrastructure.
- Communicate complex technical concepts and findings to non-technical stakeholders in a clear and concise manner.
- Collaborate with cross-functional teams to understand business requirements and translate them into actionable Machine Learning solutions.
Requirements:
- A master's degree in Computer Science, Operations Research, Math, Physics or Statistics. A Ph.D. with a focus in Reinforcement Learning or a relevant area with a publication history is ideal.
- Demonstrated expertise in building Reinforcement Learning models for complex real-world problems and building robust training pipelines.
- Extensive experience implementing Reinforcement Learning or Machine Learning to achieve optimal control of dynamical systems/games, especially those with numerous opponents, asymmetric information, and states that evolve continually and rapidly.
- Proficiency in programming languages like Python, Java or C++ and the ability to write efficient, clean, and maintainable code.
- Excellent written and verbal communication skills, with the ability to convey technical concepts to both technical and non-technical audiences.
ABOUT GOLDMAN SACHS
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.
We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.
We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: ;br>
The Goldman Sachs Group, Inc., 2023. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity
Salary Range
The expected base salary for this New York, New York, United States-based position is $150000-$300000. 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 .