Vice President - 7011731 Jobs

Job Duties: Vice President with Goldman Sachs & Co. LLC in New York, New York. Developing quantitative analytics and signals using advanced statistical, quantitative, or econometric techniques to improve the portfolio construction process and improve portfolio performance. Researching investment ideas and opportunities using quantitative analytics and methods, including advanced statistical, econometric and “big data” techniques. Researching, proposing and implementing portfolio optimization frameworks that take into account portfolio specific constraints, exposure and risk objectives. Creating and using quantitative models to simulate and evaluate portfolio solutions, risk-management strategies and new investment ideas. Working closely with Stakeholders to develop quantitative risk analytics, including factor models, market risk, and liquidity risk. Using machine learning and other quantitative techniques to identify new business and client opportunities. Implementing mathematical models and analytics in production-quality software.
Job Requirements: Bachelor’s degree (U.S. or foreign equivalent) in Applied Mathematics, Quantitative Finance, Financial Engineering, or a related quantitative discipline, such as Computer Science and Mathematics, and five (5) years of experience in the job offered or in a related role OR Master’s degree (U.S. or foreign equivalent) in Applied Mathematics, Quantitative Finance, Financial Engineering, or a related quantitative discipline, such as Computer Science and Mathematics, and three (3) years of experience in the job offered or in a related role. Prior experience must include three (3) years: developing quantitative risk analytics, including factor models, market risk, and liquidity risk; transforming concepts and ideas into robust software leveraging object oriented or functional programming languages; implementing mathematical models and analytics in production-quality software; and developing production-quality software utilizing machine learning techniques including non-linear regression, classification and clustering. Prior experience must include one (1) year: developing quantitative analytics and signals using advanced statistical, quantitative, or econometric techniques to improve the portfolio construction process and improve portfolio performance; researching investment ideas and alpha factors using quantitative analytics and methods, including advanced statistical, econometric and “big data” techniques; researching, proposing and implementing portfolio optimization frameworks that take into account portfolio specific constraints, exposure and risk objectives, and leverage Axioma factor models; and conducting research in quantitative investment models and portfolio construction techniques, performing signal analyses, and delivering presentations on research conducted.
Salary Range: The expected annual base salary for this New York, New York, United States-based position is $220,000 - $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: https://www.goldmansachs.com/careers/discover/benefits-summary-US.pdf
©The Goldman Sachs Group, Inc., 2023. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity.