Asset & Wealth Management-Dallas-Vice President-Quantitative Strategist Dallas · · Vice President

Goldman Sachs Bank AG; Dallas (TX); On-site; USD 100,000 - 150,000; Full time

Job summary

A leading financial services firm is seeking a Quantitative Strategist to design and implement quantitative models and algorithms. The role requires strong programming skills and an advanced degree in a quantitative field. The strategist will work closely with portfolio managers to leverage quantitative analysis for investment strategies and risk management, contributing to the firm's success in a dynamic environment.

Qualifications

• Minimum of 5+ years in a quantitative role within a financial services company.
• Experience with financial modeling or industry experience is essential.

Responsibilities

• Develop and implement quantitative models and algorithms for risk management.
• Conduct statistical and mathematical analysis of financial data.
• Collaborate with portfolio managers to support decision-making.

Skills

Python

R

C++

Java

Problem-solving

Critical thinking

Communication

Education

Advanced degree in Mathematics

Advanced degree in Physics

Advanced degree in Computer Science

Advanced degree in Financial Engineering

Job description

Asset and Wealth Management Division - Engineering

Goldman Sachs Quantitative Engineering is a leading developer of quantitative models and cutting-edge systems to solve complex business problems. Working with the firm’s trading, operations, finance, sales, banking, and investing businesses, engineers use their mathematical and scientific training to create financial products, advise clients on transactions, identify market opportunities, assist in managing risks, and provide technical solutions to facilitate all business activities.

Goldman Sachs Asset and Wealth Management Division (AWM) is a key revenue-generating division of the firm. AWM Alternatives is the private side of Asset Management, investing in global asset classes including Private Credit, Real Estate, Private Equity, Growth Equity, and Infrastructure worldwide. The AM Private Alternatives Strategists collaborate with investing and finance professionals to create quantitative models and web applications supporting the entire investment and lending lifecycle. We develop models and software applications to structure, value, hedge, and risk-manage investments, serving as interfaces to these models. Our team members hold advanced degrees in Engineering, Computer Science, Mathematics, and Physics, and collaborate globally to implement optimal solutions.

Your Impact

Within Goldman Sachs Asset Management, quantitative engineers work closely across asset classes to build products for portfolio, fund, deal, and budgeting analytics and models.

We seek individuals with strong coding skills and an interest in finance. As part of our team, you will leverage your programming, mathematical, and logical skills to develop applications that drive success. Your analytical talents and innovative mindset will enable you to solve a broad range of problems in a dynamic, fast-paced environment.

Job Overview

The Quantitative Strategist will design, develop, and implement quantitative models and algorithms for a financial services firm. This role involves working with portfolio managers, investing professionals, and stakeholders to identify opportunities where quantitative analysis can provide insights and support decision-making. The Senior Quantitative Engineer will also lead the development of proprietary models for risk management and investment strategies.

Key Responsibilities:

1. Develop and implement quantitative models and algorithms to support risk management and investment strategies.
2. Conduct statistical and mathematical analysis of financial data to identify patterns and trends.
3. Collaborate with portfolio and fund managers to identify areas where quantitative analysis can provide insights and support decision-making.
4. Lead the development of proprietary models and algorithms to support the company's risk management and investment strategies.
5. Communicate results and findings to stakeholders clearly and concisely.
6. Stay current with industry developments and new technologies.

Qualifications:

• Advanced degree in Mathematics, Physics, Computer Science, Financial Engineering, or related field.
• Strong programming skills in Python, R, C++, or Java.
• Solid understanding of mathematical and statistical concepts, especially in finance.
• Strong problem-solving and critical thinking skills.
• Excellent communication skills and team collaboration ability.
• Experience in financial markets, risk management, and time series analysis.
• Knowledge of Corporate Finance and Financial Mathematics.

Experience:

• Minimum of 5+ years in a quantitative role within a financial services company.
• Experience with financial modeling or industry experience is essential.