Quantitative Liquid Alternatives Portfolio Architect

SRI Conference; New York (NY); Presencial; USD 90.000 - 130.000; Jornada completa

Descripción de la vacante

Goldman Sachs Asset & Wealth Management's QIS team in New York is seeking an Analyst to join the Liquid Alternatives Portfolio Construction group. You will help with daily rebalancing, risk attribution, and portfolio performance across liquid strategies using economic rationale, optimization, and data analytics.

We value strong programming, statistics knowledge, and experience with derivatives; a BA/BS in a quantitative field is required.

Formación

• BA/BS in 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 and multi-asset strategies.

Responsabilidades

• 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.

Conocimientos

Analytical skills

Programming skills

Creativity

Fast-paced work

Derivatives knowledge

Educación

BA/BS in Statistics, Finance, Math, CS, or Engineering

Herramientas

Python

Matlab

R

C++

Java

Descripción del empleo

Goldman Sachs Asset & Wealth Management's QIS team in New York is seeking an Analyst to join the Liquid Alternatives Portfolio Construction group. You will help with daily rebalancing, risk attribution, and portfolio performance across liquid strategies using economic rationale, optimization, and data analytics.

We value strong programming, statistics knowledge, and experience with derivatives; a BA/BS in a quantitative field is required.