GBM, Public, ETF One Delta Strat - Quantitative Engineering (NYC)

ETF One Delta Strats sit within the ETF Trading Desk in the One Delta Equity group in NYC. The team oversees the ETF desks’ systematic trading, data, and technology for the US ETF Trading Desk, managing pricing frameworks, daily fund reconciliation, and systematic hedging efforts across equity ETFs.Within this group, this specific seat is designed for a Developer/Engineer-heavy Strat. You will be responsible for handling the operational aspects of the algo and ensuring the stack is robust, scalable, and high-performing. This is an opportunity to sit in a revenue-generating, market-facing seat where your primary impact is delivered through sophisticated code development and systems optimization.ResponsibilitiesOperational Engineering: Proactively identify and resolve technical bottlenecks in the trading lifecycle; build automated solutions to enhance desk efficiency and system reliability.Real-time Support: Provide expert-level technical troubleshooting for production trading systems, ensuring 24/7 high availability and performance in volatile market conditions.System Architecture & Optimization: Design, build, and maintain the high-performance tech and data stack powering our systematic block market-making business.Algorithmic Implementation: Translate complex quantitative pricing models and business logic into robust, production-grade code for real-time pricing and risk management.Java-Slang Integration (JSI): Develop and optimize the JSI layer to ensure seamless, low-latency communication between our Java-based trading infrastructure and our proprietary Slang environment.Who We Look ForWe are seeking a Software Engineer with a passion for systems programming and a "builder" mindset. You should thrive in environments where code quality directly impacts P&L and where technical excellence is the primary driver of business success.Basic QualificationsEducation: Bachelor’s or Master’s degree in Computer Science, Computer Engineering, or a related technical field. A strong foundation in CS fundamentals (data structures, algorithms, and systems design) is essential.Core Languages: Expert-level proficiency in Java and Python. You should be comfortable writing clean, scalable, and testable code.Systems Integration: Experience or strong interest in working with proprietary languages and cross-language integration (specifically JSI).Engineering Best Practices: Deep understanding of software engineering lifecycles, including CI/CD, version control (Git), and performance profiling.Problem Solving: Exceptional debugging skills and the ability to navigate complex, distributed systems under time-sensitive conditions.Preferred QualificationsIndustry Experience: Prior experience in a systematic trading group, HFT firm, "Strat" or Engineer team at a major investment bank.Data Engineering: Experience building and maintaining large-scale ETL processes and time-series data pipelines.Domain Knowledge: Familiarity with ETF market microstructure, delta-one products, or systematic hedging strategies is a significant plus but not a substitute for strong engineering skills.Proprietary Tech: Previous experience with Slang or similar proprietary financial languages (e.g., Athena, Quartz).Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.Salary Range The expected base salary for this New York, New York, United States-based position is $150000-$225000. 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.Posting Date: 2026-03-26