GL

Macro Engineering Lead

Accepting applications

Goldman Lloyds · New York City Metropolitan Area

Full-Time Mid_senior Javacalibre
Posted
6d ago
Category
Eda
Experience
Mid_senior
Country
N/A
Location: New York City, Hybrid
Employment Type: Full-Time
Total Comp: Base + Cash Bonus (Advertised is base salary only)

Macro Engineering Lead – Leading Hedge Fund | New York | Hybrid
We are working exclusively with a leading hedge fund to identify a Macro Engineering Lead for a senior, hands-on seat within their Risk Engineering function. This role is built for a strong engineer first and a leader second — someone who spends roughly half their time writing and reviewing code directly, while guiding a small, high-calibre team supporting risk technology across the macro trading business.

The Role
You will own the technical direction and delivery of risk engineering systems supporting the firm's macro trading desks. This is genuinely hands-on — the firm needs someone who can architect, build, and debug alongside the team, not delegate and step back. You will work closely with macro traders, quantitative researchers, and risk managers to translate complex risk and trading requirements into robust, well-engineered systems.

What You'll Be Doing
Splitting time roughly evenly between hands-on engineering and leading a small risk engineering team
Designing and building risk engineering systems supporting macro trading — rates, FX, and related macro strategies
Making and defending system design decisions — architecture, scalability, and performance trade-offs
Reviewing code for clarity, correctness, and complexity, holding the team to a high engineering bar
Partnering directly with macro traders, risk managers, and quantitative researchers as key stakeholders
Decomposing complex, ambiguous risk and trading problems into clean, well-architected technical solutions
Mentoring and developing engineers on the team while remaining a strong individual contributor yourself

What We Are Looking For
Strong fundamentals in C#/.NET or Java — deep command of the language and ecosystem, not surface-level familiarity
Excellent command of data structures and algorithms — applied engineering judgement, not textbook recall
Strong problem decomposition skills — ability to take ambiguous, complex problems and architect clean solutions
A genuine focus on code clarity and intolerance for unnecessary complexity
Solid system design fundamentals — scalability, performance, and architecture trade-offs
Experience in risk engineering, trading technology, or quantitative finance infrastructure
Prior experience leading or mentoring a small engineering team while remaining technically hands-on
Strong communication skills — credible engaging directly with traders, researchers, and senior stakeholders

Beneficial
Direct exposure to macro trading — rates, FX, or related strategies
Experience building real-time or low-latency risk systems
Familiarity with distributed systems and high-performance computing concepts
Background in a hedge fund, investment bank, or systematic trading environment

Location: New York | Hybrid
Compensation: Competitive base + performance bonus commensurate with experience
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