SESSION OPEN · Available
Moshe Malka

Moshe Malka

Engineering Leader · New York City

I like buildingthings that move.

Engineering leader in New York City — writing software since 2008. Currently on Goldman Sachs’ Private Wealth platform; previously Peloton’s e-commerce replatform, institutional bond trading at ICE, and HFT systems that filled arbitrage in 26 milliseconds. I lead teams, mentor engineers, and ship with AI.

experience
0Y
writing software since ’08
current
GS.PWM
Goldman Sachs · Private Wealth
desk
NYC ↔ MIA
dual desk
positions
0
2 open · full book below
01
Trading

Arbitrage systems under 26ms. Real-time volatility across 40+ exchanges. Infrastructure where milliseconds change outcomes.

02
Institutional Finance

Portfolio systems at Goldman. Interfaces that brokers and high-net-worth clients rely on. Precision, governance, responsibility.

03
Real Estate

Operational platforms for coworking and physical space. Software that touches real-world infrastructure.

04
Modern Web & AI

NextJS, React, LangChain, GPT-4. Tools that compress iteration cycles. Product built fast, but built right.

Position Book · click to expand tear sheet
Open Positions
24-09 → ●
OPEN
GS.PWM · Private Wealth · Frontend on portfolio platform for brokers + HNW clientsΔP +12 teams
basis
Frontend on the Goldman Sachs Private Wealth platform. Brokers and high-net-worth clients depend on it daily. I own 2–4 core portfolio management pages inside a large-scale React + TypeScript + MobX SPA.
highlights
  • Built reusable Control Bar + Currency Picker — adopted across the broader app
  • Led portfolio UX redesign + frontend refactor; aligned with internal design system
  • Lifted unit-test coverage to 80%+ with Jest, strengthening release reliability
  • Mentor + onboard analysts on architecture, testing, and code quality
instruments
TypeScriptReactMobXJest
size · tenor
100% · 24-09 → ●
Closed Positions
Meta · the art behind this site
Holdings · stack as sector heatmap
typescript9Y · 17%
react9Y · 15%
node9Y · 12%
rest9Y · 3%
aws9Y · 2%
websockets8Y · 3%
python7Y · 8%
gcp7Y · 1%
next.js6Y · 13%
mongodb6Y · 3%
github actions6Y · 1%
graphql5Y · 7%
firebase5Y · 3%
docker5Y · 1%
tailwind4Y · 6%
llms · gpt-43Y · 1%
bun1Y · 4%
size = years on deskheat = current allocationlive
Open Source · listed on npm

26 zero-dependency TypeScript libraries — Treasury and rates math, market-data clients, FX conventions, volatility models, Hebrew NLP — each verified against primary sources and maintained on GitHub.

Rates & Treasury
32ndsUS Treasury price math — 32nds quotes (105-16+), ticks, basis pointstreasury-bill-yieldT-bill math — discount rate ↔ price ↔ bond-equivalent yieldaccrued-interestBond accrued interest between coupon dates, across day-count basesday-count-conventionsISDA day counts — 30/360, ACT/360, ACT/365F, ACT/ACT & friendstips-index-ratioTIPS inflation math — reference-CPI interpolation & index ratioscompounded-sofrSOFR compounding in arrears — ARRC & ISDA conventions, SOFR Indexsifma-holidaysUS bond-market holidays, early closes, and settlement datestreasurydirectTyped client for the US Treasury's auction & securities APIsnewyorkfedTyped client for the NY Fed Markets Data API — SOFR, EFFR, SOMAtreasury-fiscaldataTyped client for Treasury FiscalData — Debt to the Penny & more
FX & Volatility
fx-value-dateFX settlement dates — spot, tom, forward tenors, dual calendarsfx-forward-mathForward points ↔ outrights, cross rates, triangular arbitragehagan-sabrSABR implied vol — Hagan 2002 expansions, Obłój fix, calibrationsvi-vol-surfaceGatheral SVI surfaces — parametrizations, arbitrage checks, fits
Market Structure
instrument-identifiersCUSIP, ISIN, SEDOL, FIGI, LEI — check digits, parsing, conversionus-equity-market-calendarNYSE / NASDAQ trading calendar — holidays, early closes, sessionscommitments-of-tradersTyped client for CFTC Commitments of Traders reports
Startup Equity
safe-stack-conversionYC SAFEs & convertible notes → pro-forma cap table at a priced roundexit-waterfallLiquidation-preference waterfalls — seniority, participation, conversionpriced-round-mathPriced-round dilution — the option-pool shuffle, PPS, ownershipvesting-schedule-mathEquity vesting — cliffs, tranches, fractional shares, acceleration
Crypto & Consumer Credit
perp-funding-mathPerp funding — payments, APR/APY, cross-venue arb carryreg-z-aprTruth in Lending APR — the Reg Z Appendix J actuarial method
Off Desk
rmd-uniform-lifetimeIRS required-minimum-distribution math — Pub 590-B life tablesmisparHebrew gematria — 13 classical methods, atbash & albam transformsdicta-nakdanTyped client for Dicta's Nakdan API — automatic Hebrew nikud
Energy

I’m interested in leverage — the kind you get from code that moves capital, systems that scale without drama, and teams that outlast their founders.

Eighteen years in, the pattern is consistent: I join where the stakes are measured in milliseconds or millions, build the thing, raise the people, and leave the platform stronger than the slide deck said it would be. Lately that means putting AI to work inside real products — not demos.