Vice President, Electronic Cash Market Making Quantitative Engineering

Goldman Sachs

Confirmed live yesterday High trust

Quick summary

Work type: On-site
Location: New York, NY
Salary: $150,000–$300,000 / yr
Posted: 56 days ago
Freshness: Confirmed live yesterday
Nearby: 99+ roles within 25 mi

Market check

Salary context

Above market

How this pay compares to similar roles

Similar $207k

This role $225k

$132k most similar roles pay here $318k

This role pays more than 67% of similar roles. Most pay $173,125–$240,090 — the shaded band above. At the midpoint, this role pays about $225k versus about $207k for comparable roles.

Based on 240 similar postings.

Employer

About Goldman Sachs

Goldman Sachs is a leading global investment banking, securities, and investment management firm providing financial services to corporations, financial institutions, governments, and individuals.

Goldman Sachs currently has 134 open roles on FindRole.

Listed pay typically runs $137,000–$250,000 across 55 roles with salary data.

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At a glance

TL;DR · Vice President, Electronic Cash Market Making Quantitative Engineering

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As a Vice President within the Electronic Market Making group, you will join a small team focused on a multi-phase ETF initiative. You will architect and build foundational trading infrastructure to power this new business line, taking ownership of both software and strategy development in an environment where research and production are integrated. The role requires building high-performance trading systems and data infrastructure from scratch using custom solutions rather than off-the-shelf tools. You must possess expert-level proficiency in C++ and demonstrate strong low-level system design skills including memory management, concurrency, and performance optimization. While Python and data-science packages like numpy or scikit-learn are preferred, the core focus is on high-volume, low-latency trading components. You will solve complex technical problems related to international ETF expansion while ensuring operational robustness across all systems.

Skills

C++ C Low-level system design Memory management Concurrency Performance optimization High-performance trading systems Data infrastructure Python NumPy Scikit-learn Statistics data-science

What you'll do

Architect and build foundational trading infrastructure for a new ETF business line.
Develop high-performance trading systems and data infrastructure from scratch using C++.
Design low-level system components focusing on memory management and concurrency.
Optimize high-volume, low-latency trading components for production environments.
Maintain operational robustness while upgrading architecture to support international expansion.
Build high-performance research infrastructure capable of handling very large data inputs.
Participate in both software development and strategy decision-making processes.

What we're looking for

Bachelor's or Master's degree in a STEM discipline (Computer Science, Physics, Mathematics, or Engineering preferred).
5 to 10 years of experience developing software architecture in C/C++.
Expert-level proficiency in C++ is mandatory.
Proven track record of architecting and building high-performance trading systems and data infrastructure from scratch.
Strong low-level system design capabilities, including memory management, concurrency, and performance optimization.
Background in Telecom, Physics research, or Mathematics research environments where low-level, high-performance system engineering is the norm (preferred).
Experience building and maintaining high-performance research infrastructure for very large data inputs (preferred).
Experience optimizing high-volume, low-latency trading components; familiarity with Python and data-science packages (preferred).