Quant Research Associate - Liquid Alternatives

Goldman Sachs; New York (NY); On-site; USD 100,000 - 180,000; Full time

Job summary

Goldman Sachs Asset Management is seeking an Associate to join the QIS Liquid Alternatives team. You will help replicate return drivers for hedge funds and private assets in liquid form, collaborating with portfolio managers and researchers to apply advanced econometric methods.

The role pairs junior and senior professionals, offering exposure to research infrastructure, backtesting, performance monitoring and risk analysis within a fast-paced team.

Qualifications

• Bachelor’s, Master’s or PhD in Financial Engineering, Statistics, Mathematics, Physics, Computer Science or related quantitative discipline.
• 0-3 years of relevant experience (including internships).
• Strong foundation in statistics, linear algebra and calculus.
• Strong programming skills (Python, Matlab, R, C++ or other languages).
• Excellent analytical and quantitative skills with keen attention to detail.
• Ability to work effectively in a collaborative, fast-paced, team-oriented environment.

Responsibilities

• Conduct quantitative research on hedge fund and private asset return data to identify replicable return drivers.
• Help develop cross-asset systematic trading strategies that fit within the broader factor tracking portfolio.
• Work with large structured and unstructured datasets to extract insights that inform systematic investment strategies.
• Contribute to the development, enhancement and maintenance of the research and portfolio management platform, spanning strategy backtesting, performance monitoring and risk analysis.

Skills

Statistics

Linear algebra

Calculus

Programming (Python, Matlab, R, C++)

Analytical skills

Team player

Education

Bachelor's/Master's/PhD in Financial Engineering, Statistics, Mathematics, Physics, Computer Science

Tools

Version control

Data pipelines

Testing

Job description

Goldman Sachs Asset Management is seeking an Associate to join the QIS Liquid Alternatives team. You will help replicate return drivers for hedge funds and private assets in liquid form, collaborating with portfolio managers and researchers to apply advanced econometric methods.

The role pairs junior and senior professionals, offering exposure to research infrastructure, backtesting, performance monitoring and risk analysis within a fast-paced team.