Asset & Wealth Management, QIS, Quantitative Liquid Alternatives Portfolio Construction Analyst - New York

Goldman Sachs; New York (NY); Sur place; USD 90 000 - 130 000; Plein temps

Résumé du poste

Goldman Sachs Asset & Wealth Management seeks an Analyst for the Quantitative Investment Strategies (QIS) team in New York. The role focuses on active portfolio management, combining economic rationale, optimization, and analytics for daily rebalancing and risk attribution.

The ideal candidate has strong programming skills, solid statistics knowledge, and familiarity with data-driven investment decisions. Derivatives experience is a plus, with opportunities for innovation and automation.

Qualifications

• BA/BS in statistics, finance, math, CS or engineering preferred.
• Strong analytical and quantitative skills.
• Proven programming ability (Python, Matlab, R, C++, Java).
• Knowledge of derivatives (futures, forwards, swaps, and options) and multi-asset strategies.
• Ability to work in a fast-paced environment.

Responsabilités

• Optimization and rebalancing of Liquid Alternatives Portfolios.
• Systematic trade generation and execution oversight.
• Implementation and testing of new portfolios.
• Collateral, margin, and cash management.
• Risk, leverage, and factor exposure monitoring.
• Portfolio construction research.
• Investment process innovation & AI automation.

Connaissances

Statistics

Data analysis

Python

Matlab

R

C++

Java

Derivatives knowledge

Quantitative investing

Attention to detail

Formation

Bachelor's degree in a quantitative field

Outils

Python

Matlab

R

C++

Java

Description du poste

YOUR IMPACT

Are you an intellectually curious, disciplined self-starter with a passion for financial markets and quantitative investing? The Quantitative Investment Strategies (QIS) team within Goldman Sachs Asset & Wealth Management is seeking an Analyst to join the Liquid Alternatives Portfolio Construction team. In this role, you will be on the front lines of active portfolio management - combining economic rationale, mathematical optimization, and advanced analytical tools to drive daily rebalancing, risk attribution, and portfolio performance across our liquid alternatives strategies.

WHO WE ARE

Goldman Sachs Asset & Wealth Management is one of the world's leading investment managers, providing institutional and individual investors with investment and advisory solutions across asset classes, industries and geographies. We help our clients navigate dynamic markets and identify the opportunities that shape their portfolios and long-term investment goals. We extend these global capabilities to the world's leading pension plans, sovereign wealth funds, central banks, insurance companies, financial institutions, endowments, foundations, individuals and family offices.

RESPONSIBILITIES AND QUALIFICATIONS

HOW YOU WILL FULFILL YOUR POTENTIAL

The ideal candidate is passionate about investing and motivated to deliver differentiated, uncorrelated returns. We welcome individuals who are excited by the prospect of combining creative insights with focus on details of liquid alternatives portfolio construction to make good investment decisions. Strong programming skills, solid understanding of statistics, and familiarity working with data are required. Experience working with derivatives is a plus.

Key Responsibilities:

• Optimization and Rebalancing of Liquid Alternatives Portfolios
• Systematic Trade Generation and Execution Oversight
• Implementation and Testing of New Portfolios
• Collateral, Margin, and Cash Management
• Risk, Leverage, and Factor Exposure Monitoring
• Portfolio Construction Research
• Investment Process Innovation & AI Automation

SKILLS & EXPERIENCE WE’RE LOOKING FOR

Basic Qualifications:

• BA/BS Degree in a quantitative field such as Statistics, Finance, Math, Computer Science, or Engineering preferred
• Excellent analytical and quantitative skills
• Creativity and ability to think outside the box
• Passion for systematic and quantitative investment
• Ability to work well in a fast-paced environment
• Solid understanding of statistics, linear algebra, and calculus
• Strong programming skills (Python, Matlab, R, C++, Java, or other languages)
• Exceptional attention to detail and strong operational discipline
• Knowledge of derivatives (futures, forwards, swaps, and options) and multi-asset strategies

Salary Range

The expected base salary for this New York, NY, United States-based position is $90000-$130000. 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.