Asset & Wealth Management-AM Fundamental Equities Strats-Bengaluru-Vice President-Quantitative Engineering

Goldman Sachs; Karnataka; On-site; INR 3,500,000 - 5,500,000; Full time

Job summary

Goldman Sachs in India seeks Quantitative Strategists to collaborate with bankers, traders and portfolio managers on alpha-generating strategies and advanced analytics.

You will develop quantitative models, signals and production systems, optimize portfolios and work with global engineering teams to deploy scalable solutions in a fast-paced environment.

Qualifications

• Bachelor's / Master’s degree in a quantitative discipline with analytics/research and financial modeling experience.
• Strong understanding of probability, statistics, time series, regression, forecasting, optimization and ML techniques.
• Proficiency in designing/analysing algorithms and data structures; coding solutions for quantitative problems.
• Experience in finance/statistical applications and programming in Slang, Python, C or C++.

Responsibilities

• Collaborate with revenue-generating businesses to develop quantitative strategies and portfolio optimization approaches.
• Develop quantitative analytics and signals using advanced statistical methods to improve portfolio construction and track performance.
• Build sustainable production systems that adapt to a fast-paced global environment.
• Provide analytics to optimize investment structures, pricing, returns and capital sourcing.
• Partner with global divisions and engineering teams to deliver modeling-based solutions.
• Prioritize multiple problems and communicate with key stakeholders.

Skills

Quantitative analytics

Python

Slang

C

C++

Time series

Machine learning

Algorithms design

Communication skills

Team collaboration

Education

Bachelor's / Master's in a quantitative discipline

Job description

Who We Are

At Goldman Sachs, we connect people, capital and ideas to help solve problems for our clients. We are a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals.

Quantitative Strategists

Quantitative strategists work in close collaboration with bankers, traders, and portfolio managers on complex financial and technical challenges. We work on alpha-generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, budgeting analytics, and more. The strats platform is designed for people to express themselves by providing creative solutions to business problems. Strats own analytics, models for pricing, return and risk, as well as portfolio management platforms.

Responsibilities

As a quantitative strategist, your responsibilities will include:

• Working with revenue-generating businesses to solve a broad range of problems, including quantitative strategy development, quantitative modelling, portfolio construction, portfolio optimization, infrastructure development and implementation, financial product and markets analytics
• Develop quantitative analytics and signals using advanced statistical, quantitative, or econometric techniques to improve portfolio construction process and implement fund management models to track longer term portfolio performance
• Develop sustainable production systems, which can evolve and adapt to changes in our fast-paced, global business environment
• Provide quantitative analytics to optimize investment structure, pricing, returns and capital sourcing
• Partner globally across multiple divisions and engineering teams to create quantitative modeling-based solutions
• Prioritize competing problems and communicate with key stakeholders

Basic Qualifications

• Bachelor's / Master's degree in a quantitative discipline with quantitative analytics/research and financial modeling experience
• Strong understanding of mathematical concepts including probability and statistics, time series analysis, regression analysis, forecasting, optimization, machine learning, and other numerical techniques
• Strong fundamentals in design and analysis of algorithms and data structures
• Ability to implement coding solutions to quantitative problems, experience in developing finance and statistics-based applications, and proficiency in at least one programming language such as Slang, Python, C, or C plus plus
• Strong written and oral communication skills and ability to work independently and in a team environment
• Ability to multi-task and prioritize work effectively
• Passion and self-motivation to deliver technology solutions in a dynamic business environment

At Goldman Sachs, our Engineers don’t just make things – we make things possible. Change the world by connecting people and capital with ideas. Solve the most challenging and pressing engineering problems for our clients. Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. Create new businesses, transform finance, and explore a world of opportunity at the speed of markets.

Engineering is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions. Want to push the limit of digital possibilities? Start here!

Healthcare & Medical Insurance

We offer a wide range of health and welfare programs that vary depending on office location. These generally include medical, dental, short-term disability, long-term disability, life, accidental death, labor accident and business travel accident insurance.

We offer competitive vacation policies based on employee level and office location. We promote time off from work to recharge by providing generous vacation entitlements and a minimum of three weeks expected vacation usage each year.

Financial Wellness & Retirement

We assist employees in saving and planning for retirement, offer financial support for higher education, and provide a number of benefits to help employees prepare for the unexpected. We offer live financial education and content on a variety of topics to address the spectrum of employees’ priorities.

Health Services

We offer a medical advocacy service for employees and family members facing critical health situations, and counseling and referral services through the Employee Assistance Program (EAP). We provide Global Medical, Security and Travel Assistance and a Workplace Ergonomics Program. We also offer state-of-the-art on-site health centers in certain offices.

Fitness

To encourage employees to live a healthy and active lifestyle, some of our offices feature on-site fitness centers. For eligible employees we typically reimburse fees paid for a fitness club membership or activity (up to a pre-approved amount).

Child Care & Family Care

We offer on-site child care centers that provide full-time and emergency back-up care, as well as mother and baby rooms and homework rooms. In every office, we provide advice and counseling services, expectant parent resources and transitional programs for parents returning from parental leave. Adoption, surrogacy, egg donation and egg retrieval stipends are also available.

Benefits at Goldman Sachs

Read more about the full suite of class-leading benefits our firm has to offer.