Technology, GSAM Core Platform Asia, Associate/Vice President, Singapore

  • Competitive
  • Singapore
  • Permanent, Full time
  • Goldman Sachs International
  • 23 Aug 17

Technology, GSAM Core Platform Asia, Associate/Vice President, Singapore

MORE ABOUT THIS JOB
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