Quantitative Liquid Alternatives Portfolio Designer

Goldman Sachs; New York (NY); Presencial; USD 90.000 - 130.000; Jornada completa

Descripción de la vacante

Goldman Sachs Asset & Wealth Management seeks an Analyst for the Quantitative Investment Strategies (QIS) team in New York. The role focuses on active portfolio management, combining economic rationale, optimization, and analytics for daily rebalancing and risk attribution.

The ideal candidate has strong programming skills, solid statistics knowledge, and familiarity with data-driven investment decisions. Derivatives experience is a plus, with opportunities for innovation and automation.

Formación

• BA/BS in statistics, finance, math, CS or engineering preferred.
• Strong analytical and quantitative skills.
• Proven programming ability (Python, Matlab, R, C++, Java).
• Knowledge of derivatives (futures, forwards, swaps, and options) and multi-asset strategies.
• Ability to work in a fast-paced environment.

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

Statistics

Data analysis

Python

Matlab

R

C++

Java

Derivatives knowledge

Quantitative investing

Attention to detail

Educación

Bachelor's degree in a quantitative field

Herramientas

Python

Matlab

R

C++

Java

Descripción del empleo

Goldman Sachs Asset & Wealth Management seeks an Analyst for the Quantitative Investment Strategies (QIS) team in New York. The role focuses on active portfolio management, combining economic rationale, optimization, and analytics for daily rebalancing and risk attribution.

The ideal candidate has strong programming skills, solid statistics knowledge, and familiarity with data-driven investment decisions. Derivatives experience is a plus, with opportunities for innovation and automation.