Quant Research Associate: Hedge Fund & Liquid Alternatives

SRI Conference

New York (NY)

On-site

USD 100,000 - 180,000

Full time

6 days ago

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Job summary

Goldman Sachs in New York invites applications for an Associate role in the Quantitative Investment Strategies (QIS) group, Liquid Alternatives. You will contribute to research, replication of return drivers for hedge funds and private assets, and development of systematic strategies with senior mentors.

This role emphasizes learning advanced econometric methods, collaborating across teams, and building research infrastructure, backtesting, and performance monitoring as part of a fast-paced

Qualifications

0–3 years of relevant experience (including internships).
Strong foundation in statistics, linear algebra and calculus.
Strong programming skills in Python/Matlab/R/C++ or similar.
Excellent analytical and quantitative skills with attention to detail.

Responsibilities

Conduct quantitative research on hedge fund and private asset return data to identify replicable drivers.
Develop cross-asset systematic trading strategies within the factor tracking portfolio.
Work with large structured and unstructured datasets to derive insights for systematic investments.
Contribute to research platform development: backtesting, monitoring, and risk analysis.

Skills

Programming in Python

Programming in Matlab

Programming in R

Programming in C++

Statistics

Linear algebra

Calculus

Analytical skills

Collaborative work

Education

Quantitative degree (BSc/MSc/PhD)

Tools

Python

Matlab

C++

Job description

This role emphasizes learning advanced econometric methods, collaborating across teams, and building research infrastructure, backtesting, and performance monitoring as part of a fast-paced

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