Quantitative Equity Portfolio Analyst

Goldman Sachs, Inc.; New York (NY); On-site; USD 90,000 - 125,000; Full time

Job summary

Goldman Sachs Asset Management is seeking an Analyst for the Quantitative Investment Strategies group to contribute to equity portfolio construction and optimization in a fast-paced environment.

You will apply strong analytical and programming skills (Python, Matlab, R, etc.), work on portfolio rebalancing, risk monitoring, and testing new strategies, with exposure to cash management and performance analysis.

Qualifications

• BA/BS degree in Statistics, Finance, Math or Programming.
• Excellent analytical and quantitative skills.
• Creativity and ability to think outside the box.
• Passion for equity investment.
• Ability to work well in a fast-paced environment.
• Keen attention to detail.
• Solid understanding of statistics, linear algebra, and calculus.
• Strong programming skills (Python, Matlab, R, Perl, C, Java, or other languages).
• Some exposure to equity investing.
• Knowledge of fundamental investing is preferred.

Responsibilities

• Optimization and rebalancing of equity portfolios.
• Oversight of day to day systematic trade generation and execution.
• Implementation and testing of new portfolios.
• Cash management for equity portfolios.
• Monitoring portfolio risk.
• Portfolio construction research.
• Full oversight of multiple portfolios including monitoring of portfolio composition, performance and risk.

Skills

Analytical skills

Quantitative skills

Programming

Equity investing

Attention to detail

Fast-paced environment

Education

BA/BS in Statistics, Finance, Math or Programming

Tools

Python

Matlab

R

Perl

C

Java

Job description

Goldman Sachs Asset Management is seeking an Analyst for the Quantitative Investment Strategies group to contribute to equity portfolio construction and optimization in a fast-paced environment.

You will apply strong analytical and programming skills (Python, Matlab, R, etc.), work on portfolio rebalancing, risk monitoring, and testing new strategies, with exposure to cash management and performance analysis.