Quantitative Strategist, Global Banking & Markets, Marquee Portfolio Analytics

SRI Conference; New York (NY); On-site; USD 150,000 - 300,000; Full time

Job summary

Goldman Sachs Marquee in New York seeks a Vice President and Senior Quantitative Engineer to lead quantitative design and development of portfolio capabilities. You will fuse market knowledge with software engineering to build fast, collaborative platforms for internal desks and external clients.

This high-impact role requires strong leadership, technical depth, and the ability to mentor engineers across time zones while delivering robust production features and scalable data models.

Qualifications

• Master's or PhD in a highly quantitative discipline such as Financial Engineering, Computer Science, Mathematics, Physics, Statistics, or a related field.
• Typically 5+ years of experience in a quantitative research, quantitative engineering, or financial modeling role at a senior level.
• Deep subject-matter expertise in financial markets with emphasis on equity markets and factor risk modeling, portfolio attribution, and portfolio optimization techniques.
• Expert-level proficiency in Python and Java with experience in data modeling and large financial datasets.

Responsibilities

• Design, implement, and scale factor risk models, portfolio attribution, and optimization methods.
• Lead scalable data models and real-time calculation environments for quantitative strategies.
• Mentor a global team of engineers across regions and time zones; foster technical excellence.
• Communicate complex quantitative ideas to senior stakeholders and clients.
• Collaborate with Product Management, UX Design, and Core Engineering to translate opportunities into production features.
• Champion CI/CD, testing, and code reviews to ensure stability and accuracy under fast-moving market conditions.

Skills

Python

Java

Data Modeling

Large Financial Datasets

Leadership

Communication

Cloud AWS

API Design

Education

Master's or PhD in Financial Engineering/CS/Math/Physics/Statistics

Tools

AWS

Distributed Computing

API Design

Job description

Role Overview

Goldman Sachs Marquee is our premier digital storefront for institutional clients, delivering market-leading analytics, risk management, execution, and developer tools. Within Marquee, the Portfolio Analytics team is responsible for developing cutting-edge platforms that empower both internal desks (such as sales and trading) and external institutional clients to analyze risk, perform performance attribution, and implement advanced portfolio construction strategies.

As a Vice President and Senior Quantitative Engineer, you will lead the quantitative design and development of Marquee's portfolio capabilities. You will combine deep financial market knowledge with expert software engineering to build a fast-moving, highly collaborative platform supporting a diverse range of products and clients. This is a high-impact leadership role requiring a strong balance of technical depth, strategic vision, and people management.

Responsibilities

• Quantitative Model Development: Design, implement, and scale complex quantitative frameworks within the Marquee platform, focusing on factor risk models, portfolio attribution (performance and risk), and advanced portfolio construction and optimization methods.
• Platform Architecture: Help lead the development of highly scalable, robust data models and real-time calculation environments to support quantitative strategies and performance validation.
• Engineering Leadership: Manage and mentor a global team of engineers across multiple regions and timezones, fostering a culture of technical excellence, continuous learning, and collaborative delivery.
• Stakeholder & Client Collaboration: Communicate complex quantitative ideas and technical architectures effectively to senior business stakeholders, internal sales and trading functions, and external institutional clients.
• Product Strategy Execution: Work closely with Product Management, UX Design, and Core Engineering teams to translate commercial opportunities and client feedback into robust production features.
• Production Integrity: Champion modern engineering practices (CI/CD, comprehensive testing, code reviews) to ensure the stability, performance, and accuracy of analytical systems under fast-moving market conditions.

Qualifications

• Educational Background: Master's or PhD in a highly quantitative discipline such as Financial Engineering, Computer Science, Mathematics, Physics, Statistics, or a related field.
• Professional Experience: Typically 5+ years of experience in a quantitative research, quantitative engineering, or financial modeling role, with proven experience operating at a senior (Vice President) level.
• Financial Domain Expertise: Deep subject-matter expertise in financial markets, with a strong preference for equity markets. Advanced theoretical and practical knowledge of factor risk modeling, portfolio attribution, and portfolio optimization techniques.
• Programming & Systems Proficiency: Expert-level proficiency in multiple programming languages (Python, Java preferred) along with experience in data modeling and managing large, complex financial datasets.
• People & Delivery Management: Proven track record of managing, mentoring, and scaling engineering talent across global locations, with a focus on cross-timezone alignment and team growth.
• Communication & Relationship Building: Exceptional interpersonal and communication skills, with the ability to confidently present quantitative insights to institutional clients and collaborate with front-office sales and trading teams.
• Desirable Assets: Experience with cloud infrastructure (e.g., AWS), distributed computing frameworks, and modern API design within a fintech or institutional investment platform.

Please note we will only respond to applications for which we have an interest.

Salary Range

The expected base salary for this New York, NY, United States-based position is $150000-$300000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.

Benefits

Goldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here.