Quantitative Strategist, Global Banking & Markets, Marquee Portfolio Analytics

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

Job summary

Goldman Sachs Marquee seeks a Vice President and Senior Quantitative Engineer to lead the quantitative design and development of portfolio capabilities, blending deep finance knowledge with software engineering for a fast-moving platform.

You will design factor risk models, portfolio attribution, and optimization methods, while guiding a global engineering team and collaborating with product, UX, and core engineering teams to deliver production features.

Qualifications

• Master’s or PhD in a highly quantitative discipline such as Financial Engineering, Computer Science, Mathematics, Physics, Statistics, or a related field.
• 5+ years of experience in a quantitative research/engineering or financial modeling role at a senior level.
• Deep expertise in financial markets, with emphasis on equity markets and factor risk modeling.

Responsibilities

• Design, implement, and scale complex quantitative frameworks focusing on factor risk models, portfolio attribution, and optimization methods.
• Lead scalable data models and real-time calculation environments to support quantitative strategies and performance validation.
• Mentor and manage a global team of engineers across regions and time zones.

Skills

Python

Java

Factor risk modeling

Portfolio attribution

Portfolio optimization

People management

Communication skills

AWS

Data modeling

SQL

Education

Master’s or PhD in a quantitative field

Tools

AWS

Job description

New York, NY, United States

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.

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 availableto active, non‑temporary, full‑time and part‑time US employees who work at least 20 hours per week, can be found here .

Healthcare & Medical Services

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally

We offer competitive vacation policies based on employee level and office location. We promote time off from work to recharge by providing generous vacation entitlements and a minimum of three weeks expected vacation usage each year.

Financial Wellness & Retirement

We assist employees in saving and planning for retirement, offer financial support for higher education, and provide a number of benefits to help employees prepare for the unexpected. We offer live financial education and content on a variety of topics to address the spectrum of employees' priorities.

Health

We offer a medical advocacy service for employees and family members facing critical health situations, and counseling and referral services through the Employee Assistance Program (EAP). We provide Global Medical, Security and Travel Assistance and a Workplace Ergonomics Program. We also offer state‑of‑the‑art on‑site health centers in certain offices.

Fitness

To encourage employees to live a healthy and active lifestyle, some of our offices feature on‑site fitness centers. For eligible employees we typically reimburse fees paid for a fitness club membership or activity (up to a pre‑approved amount).

We offer on‑site child care centers that provide full‑time and emergency back‑up care, as well as mother and baby rooms and homework rooms. In every office, we provide advice and counseling services, expectant parent resources and transitional programs for parents returning from parental leave. Adoption, surrogacy, egg donation and egg retrieval stipends are also available.

Benefits at Goldman Sachs

Read more about the full suite of class‑leading benefits our firm has to offer.

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