Asset & Wealth Management- Sr. Quantitative Engineer, DCM Strats

JOB DESCRIPTION

Asset & Wealth Management- Sr. Quantitative Engineer: New York, New York

Job Overview: The Senior Quantitative Engineer will be responsible for the design, development, and implementation of quantitative models and algorithms for a financial services company. This individual will work closely with CIO, portfolio managers, and other stakeholders to identify areas where quantitative analysis can provide insights and support decision-making. The Senior Quantitative Engineer will also lead the development of proprietary models to support fund level leverage finance needs.

Key Responsibilities:

• Develop and implement quantitative models and algorithms to support alts fund levered finance needs
• Conduct statistical and mathematical analysis of financial data to identify patterns and trends
• Collaborate with CIO, portfolio managers, and other stakeholders to identify areas where quantitative analysis can provide insights and support decision-making
• Lead the development of proprietary models and algorithms to support the company's investment strategies
• Communicate results and findings to stakeholders in a clear and concise manner
• Stay current with industry developments and new technologies

Qualifications:

• Advanced degree in a related field such as Mathematics, Physics, Computer Science, Financial Engineering or a related field.
• Strong programming skills in at least one language such as Python, R, C++ or Java
• Experience with machine learning, data mining, and statistical modeling
• Strong understanding of mathematical and statistical concepts, especially in finance
• Strong problem-solving skills and the ability to think critically
• Excellent communication skills and the ability to work well in a team environment
• Strong experience in financial markets, risk management and time series analysis.

Experience:

• Minimum of 6+ years of experience in a quantitative role in a financial services company
• Experience with financial modeling or in the financial industry is a must

ABOUT GOLDMAN SACHS

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.

We believe who you are makes you better at what you do. We're 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.

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process.

© The Goldman Sachs Group, Inc., 2021. All rights reserved.

Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity

Salary Range

The expected base salary for this New York, New York, United States-based position is $150000-$250000. 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.