Quantitative Engineering Associate: Risk & Market Modeling

Goldman Sachs Group, Inc.; New York (NY); On-site; USD 150,000 - 189,000; Full time

Job summary

The Goldman Sachs Group, Inc. in New York, NY is seeking an Associate, Quantitative Engineering to develop, implement, and document scenarios across a broad range of economic and financial variables for businesses within the Firm.

You will analyze large data sets to build predictive models, develop and refine scenarios using financial markets knowledge, and build scalable risk analytics with rigorous documentation of model performance and testing.

Qualifications

• Master's degree or Bachelor's with specified experience in quantitative engineering roles.
• Experience with C++, Java, or Python and financial math concepts.

Responsibilities

• Develop, implement, and document scenarios with economic and financial variables for Firm businesses.
• Analyze large data sets to build predictive models of market variables.
• Develop and refine risk models across market, credit, liquidity risk and modeling.
• Maintain clear documentation of risk-model performance testing.

Skills

C++

Java

Python

Stochastic calculus

Pricing theory

Time series analysis

Machine learning

Risk analytics

Econometrics

Bayesian analysis

Education

Master's degree in Financial Engineering / Financial Economics / Applied Mathematics / Data Science / OR related field

Bachelor's degree in Financial Engineering / Financial Economics / Applied Mathematics / Data Science / OR related field

Job description

The Goldman Sachs Group, Inc. in New York, NY is seeking an Associate, Quantitative Engineering to develop, implement, and document scenarios across a broad range of economic and financial variables for businesses within the Firm.

You will analyze large data sets to build predictive models, develop and refine scenarios using financial markets knowledge, and build scalable risk analytics with rigorous documentation of model performance and testing.