Quantitative Research Associate, AI-Driven Asset Allocation

Candidate Experience Site - Lateral; New York (NY); On-site; USD 85,000 - 160,000; Full time

Job summary

Goldman Sachs is seeking a SQAA Research Associate in New York to join the Strategic and Quantitative Asset Allocation team within the Investment Strategy Group. The role involves designing and implementing systematic investment strategies across global asset classes, conducting rigorous quantitative research, and backtesting strategies.

The ideal candidate brings strong programming skills (Python, Matlab, R), familiarity with AI tools, and the ability to communicate complex concepts clearly.

Qualifications

• Bachelor’s degree in a quantitative field (Math, Finance, Economics, Statistics, Physics, Computer Science) required.
• 0-3 years of related work experience.
• Fluent programming in Python, Matlab, R or related language.
• Familiarity with AI development tools and agents.
• Empirical research of large heterogeneous datasets; ML techniques are a plus.
• Ability to implement quantitative financial models and techniques (pricing, optimization, simulations).
• Knowledge of global asset classes and investment instruments.
• Excellent communication and strong interpersonal skills.

Responsibilities

• Contribute to research, design and implementation of systematic investment solutions and strategies.
• Conduct quantitative research using market and macroeconomic data.
• Implement backtests and simulations of strategies.
• Demonstrate strong analytical and technical skills.
• Deliver timely, accurate execution of projects.
• Interact with clients and stakeholders.

Skills

Python

Matlab

R

AI development tools

Machine learning

Quantitative research

Communication

Interpersonal skills

Attention to detail

Teamwork

Education

Bachelor’s degree in quantitative field

Job description

Goldman Sachs is seeking a SQAA Research Associate in New York to join the Strategic and Quantitative Asset Allocation team within the Investment Strategy Group. The role involves designing and implementing systematic investment strategies across global asset classes, conducting rigorous quantitative research, and backtesting strategies.

The ideal candidate brings strong programming skills (Python, Matlab, R), familiarity with AI tools, and the ability to communicate complex concepts clearly.