Engineering - GSAM Technology - Asset Management Core Platform Asia - Goldman Sachs

Job Reference: 1
Employer/Agency: Goldman Sachs
Location: Singapore
Experience:
Salary/Package: On application
Job Sector: General Management & Consulting
Date Posted:
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At Goldman Sachs, our Engineers don’t just make things – we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets.
Engineering, which is comprised of our Technology Division and global strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities? Start here.

WHO WE LOOK FOR

Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.

YOUR IMPACT

Goldman Sachs Asset Management (GSAM) Platform Engineers work across a variety of problem domains and software stacks. We focus on designing and developing the shared systems and services which drive our Asset Management Investment Strategies, Portfolio Management, Sales, Trading and Client Servicing in GSAM.
RESPONSIBILITIES AND QUALIFICATIONS

OUR IMPACT
Goldman Sachs Asset Management is one of the world’s leading asset management institutions. GSAM delivers innovative investment solutions managing more than One Trillion US Dollars on a global, multi-product platform. Our products include Hedge Funds, Private Equity, Fund of Funds, Quantitative Strategies, Fixed Income, Fundamental Equity and a Global Portfolio Solutions Business. GSAM Technology is directly aligned to the business. Software is engineered in a fast-paced, dynamic environment, adapting to market and customer needs to deliver robust solutions in an ever-changing business environment.

GSAM Technology builds on top of cutting edge in-house platforms complimented with a strong focus on leveraging open source solutions.

RESPONSABILITIES
Using Kafka, Spark Streaming & MemSQL to build a Big-Data processing pipeline that is able to process millions of transactions in near real-time
Given a starting portfolio and a target portfolio, generating a set of orders that are compliant to various investment guidelines, leveraging linear programming techniques and industry standard optimizers
Scaling a model portfolio of ideal investment to thousands of real client portfolios, while accounting for the specific restrictions and investment objectives of each
Creating Platform-As-A-Service offerings including Kafka Clusters, In-Memory Data Stores (Gemfire) & Virtualized Streaming Datasets
Process Exchange Fills and Systematic-trader actions using asynchronous event processing engine
Using a well-known industry standard concurrency model to build a distributed order management system component to handle real-time electronic trading messages
In our goal to achieve ‘zero-support’ experimenting with React to create a user-facing dashboard that allows for self-service on common queries
Refining our automated portfolio construction algorithms to allow us to apply our client’s investment strategies faster
Converting our client allocation optimization algorithm to allow for fractional shares quantities
Tuning Kafka to see if we can scale to thousands of consumers, while maintaining minimal hardware footprint

BASIC QUALIFICATIONS
Minimum 1 year academic or industry experience programming
Clear understanding of data structure algorithms and asymptotic analysis
Familiarity with core programming concepts and techniques (e.g. concurrency, memory management)
Enthusiastic, proactive and driven individual with high degree of attention to detail
Comfort with standard SDLC tools and Continuous Integration paradigms

PREFERRED QUALIFICATIONS
Experience developing and maintaining Large-scale, Real-time, distributed system
Knowledge of one or more concurrency models (Actor Model, Communicating Sequential Processes, Software Transaction Memory, etc.)
Understanding of data structures (trees, hash maps, queues, etc.)
Functional programming
Active GitHub and/or Stack Overflow profile is a plus
Experience developing in a Linux environment
Bachelor’s degree / Master’s degree in Computer Science, Computer Engineering or related field

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.

© The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.

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