<p>Quantitative Volatility Trading is the desk that engages in quantitative trading and market making business in equity derivatives. We are heavily dependent on technology and mathematical modeling to manage risk and continuously quote two-way markets on hundreds of thousands of listed derivatives contracts.</p> <p><strong>Job Summary &amp; Responsibilities</strong></p> <p>Quantitative developers are responsible for the design, performance, and profitability of a very low-latency, high-throughput, and extremely-distributed trading system. Low latency code is written in C++ and runs on Linux. Development decisions – even infrastructural ones – are made in a highly-quantitative and data-driven fashion. Junior candidates will show a strong aptitude for quantitative and statistical thinking as demonstrated by a degree in Physics, Chemistry, Math, CS, Statistics, Mathematical Biology, or a similar subject. Experience in C++ is not necessary. Senior candidates will have a strong track record of excellent software design; extensive experience with modern C++; will have worked in a large and complex code-base; will have had experience in the design and operation of distributed systems and multi-threaded applications; will have had experience with Linux, sockets, and the networking stack; and will have a strong working knowledge of modern computer architectures. Experience in finance is not necessary.</p> <p><strong>Basic Qualifications </strong></p> <ul>  <li>Solid quantitative background in CS, Physics, Math, Statistics, Mathematical Biology, or other relevant field </li>  <li>Programming experience in C++, Java, Scala, or Python</li>  <li>Enjoy prototyping and fast iterations and willing to write minimal unit tests for prototypes</li> </ul> <p><strong>Preferred Qualifications</strong></p> <ul>  <li>Strong track record of excellent software design </li>  <li>Extensive experience with modern C++ </li>  <li>Experience working in a large and complex code-base </li>  <li>Experience in the design and operation of distributed systems and multi-threaded applications </li>  <li>Experience with Linux, sockets, and the networking stack </li>  <li>Knowledge of modern computer architectures </li>  <li>Experience in high-frequency or algorithmic trading </li>  <li>Ability to work in high-pressure and time-sensitive situations </li>  <li>Commercial focus, team-oriented, self-motivated </li>  <li>Articulate writing and verbal communication skills </li>  <li>Ability to solve problems and to explain the ideas that underlie them to colleagues</li> </ul> <div>    </div> <div>  <strong>ABOUT GOLDMAN SACHS</strong> </div> <div>    </div> <div>  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. <br />  </div> <div>  We believe who you are makes you better at what you do. Were 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. <br />  </div> <div>  We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html<br />  </div> <div>  © The Goldman Sachs Group, Inc., 2023. All rights reserved. </div> <div>  Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity </div>Global Banking &amp; Markets - Eqs Quant Vol Tdg Strats - Associate - Bengaluru