Quantitative Strategist, Global Banking & Markets, Marquee Portfolio Analytics

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

Job summary

Goldman Sachs is seeking a Senior Quantitative Engineer for the Marquee Portfolio Analytics team in New York. You will design, implement, and scale factor risk models, portfolio attribution, and optimization methods within a production analytics platform.

Lead a global engineering team, mentor across time zones, and communicate complex quantitative ideas to senior stakeholders and institutional clients, while advancing CI/CD, testing, and robust data architecture.

Qualifications

• Master's or PhD in a highly quantitative field (e.g., Financial Engineering, CS, Math, Physics, Statistics).
• 5+ years in quantitative research, engineering, or financial modeling at senior level.
• Deep expertise in financial markets, esp. equity, with factor risk modeling and portfolio optimization knowledge.

Responsibilities

• Quantitative model development: design, implement, and scale factor risk models, attribution, and optimization.
• Platform architecture: build scalable data models and real‑time calculation environments.
• Engineering leadership: mentor a global team across regions/time zones and promote technical excellence.
• Stakeholder & client collaboration: explain quantitative ideas to senior stakeholders and external clients.
• Product strategy execution: translate client feedback into production features with PM/UX/Engineering teams.
• Production integrity: enforce CI/CD, testing, and code reviews for robust analytics.

Skills

Leadership

Communication

Cross-timezone collaboration

Mentoring

Education

Master's or PhD in quantitative discipline

Tools

Python

Java

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.

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