Job description

What We Do 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. Drive new businesses, redefine finance using AI, and seize opportunities at market speed. The Systematic Rates Trading desk sits at the intersection of quantitative research, technology, and market-making execution. The team is responsible for overseeing the systematic trading, pricing, and risk management frameworks for global Rates products (including government bonds, interest rate swaps, and futures). We design, build, and manage real-time pricing engines, algorithmic hedging systems, and execution platforms that operate at scale in highly liquid and volatile markets. Who We Look For Quantitative developers are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, your invaluable quantitative perspectives on complex financial and technical challenges will power our business decisions. We are seeking an exceptional software engineer and quantitative thinker with a "builder" mindset. You should thrive in a fast-paced, collaborative trading floor environment where you are expected to work independently, think critically, and take complete ownership of your projects. Our ideal candidate will have strong a strong technical background and problem solving skills, drive to investigate and learn new ideas, and the judgement to deliver quick yet robust solutions. Responsibilities • Design, build, and maintain high-performance, yet nimble and adaptive trading strategies for internal and external clients. • Monitor trading performance for strategies daily and build algo customization based on clients’ needs. • Utilize deep understanding of market structure, regulations, exchange service offerings and implement changes to these on an on-going basis. • Communicate with traders, sales, clients, and compliance officers about new feature requests, explanation of existing features, etc. Basic Qualifications • Advanced degree in relevant technical field such as Computer Science or Financial Technology. • 5+ years of relevant work experience. • Advanced proficiency in C++. • Experience designing and implementing algorithms for US trading. • Experience in data-driven trading strategy performance analysis and optimizations. • Strong communication skills and the ability to work as part of a team. Preferred Qualifications • Prior experience working as a Quantitative Developer or Software Engineer on a systematic trading desk, market-making team, or high-frequency trading (HFT) firm. • Strong understanding of Rates products (Treasuries, Swaps, Futures), yield curve modeling, and fixed-income analytics. • Experience with building back testing for trading strategies. • Experience with low latency trading strategy development. • Experience supporting clients directly. Salary Range The expected base salary for this New York, New York, United States-based position is $150,000-$250,000. 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 . 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: goldmansachs.com © The Goldman Sachs Group, Inc., 2026. All rights reserved.

Requirements

Must-haves

Who We Look For
Our ideal candidate will have strong a strong technical background and problem solving skills, drive to investigate and learn new ideas, and the judgement to deliver quick yet robust solutions.
Design, build, and maintain high-performance, yet nimble and adaptive trading strategies for internal and external clients.
Monitor trading performance for strategies daily and build algo customization based on clients’ needs.
Utilize deep understanding of market structure, regulations, exchange service offerings and implement changes to these on an on-going basis.
Communicate with traders, sales, clients, and compliance officers about new feature requests, explanation of existing features, etc.
Advanced degree in relevant technical field such as Computer Science or Financial Technology.
5+ years of relevant work experience.
Advanced proficiency in C++.
Experience designing and implementing algorithms for US trading.
Experience in data-driven trading strategy performance analysis and optimizations.
Strong communication skills and the ability to work as part of a team.

Nice-to-haves

Prior experience working as a Quantitative Developer or Software Engineer on a systematic trading desk, market-making team, or high-frequency trading (HFT) firm.
Strong understanding of Rates products (Treasuries, Swaps, Futures), yield curve modeling, and fixed-income analytics.
Experience with building back testing for trading strategies.
Experience with low latency trading strategy development.
Experience supporting clients directly.
The expected base salary for this New York, New York, United States-based position is $150,000-$250,000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.

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Keywords to mirror

machine learningai

Platform: goldman-sachs
Effort: medium

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