Quantitative Research Associate – Liquid Alternatives

Goldman Sachs; New York (NY); On-site; USD 100,000 - 180,000; Full time

Job summary

Goldman Sachs Asset Management seeks an Associate within the QIS Liquid Alternatives group in New York. You will contribute to research and development of hedge fund and private asset return trackers, working alongside portfolio managers and researchers to replicate return drivers in liquid form.

This role offers exposure to advanced econometric methods, cross-asset strategies and a collaborative, fast-paced environment at a leading global investment firm.

Qualifications

• Bachelor's, Master's or PhD in Financial Engineering, Statistics, Mathematics, Physics, Computer Science or a related quantitative discipline.
• 0–3 years of relevant experience (including internships).
• Strong foundation in statistics, linear algebra and calculus.
• Strong programming skills (Python, Matlab, R, C++ or other languages).
• Excellent analytical and quantitative skills, with keen attention to detail.
• Ability to work effectively in a collaborative, fast-paced, team-oriented environment.

Responsibilities

• Conduct quantitative research on hedge fund and private asset return data to identify replicable return drivers.
• Help develop cross-asset systematic trading strategies that fit within the broader factor tracking portfolio.
• Work with large structured and unstructured datasets to extract insights that inform systematic investment strategies.
• Contribute to the development, enhancement and maintenance of the research and portfolio management platform, spanning strategy backtesting, performance monitoring and risk analysis.

Skills

Python

C++

R

Mathematics

Education

Bachelor's/Master's/PhD in a quantitative field

Tools

Git

Backtesting frameworks

Data pipelines

Job description

Goldman Sachs Asset Management seeks an Associate within the QIS Liquid Alternatives group in New York. You will contribute to research and development of hedge fund and private asset return trackers, working alongside portfolio managers and researchers to replicate return drivers in liquid form.

This role offers exposure to advanced econometric methods, cross-asset strategies and a collaborative, fast-paced environment at a leading global investment firm.