Quantitative Strategy Engineer – Core Planning & Analysis

Goldman Sachs Group; New York (NY); On-site; USD 115,000 - 180,000; Full time

Job summary

Goldman Sachs in New York, NY, seeks an Associate Quantitative Strategist in Core Planning and Analysis Strats to design and deploy advanced models for budgeting, forecasting, and balance sheet dynamics. You will build AI agents for automated analysis and decision support, leveraging Python and cloud deployment, with opportunities to explore Rust for performance-critical code.

The role targets recent PhD graduates and experienced Masters or Bachelors, with strong background in econometrics,

Qualifications

• Required field of study (U.S. or foreign equivalent, for all paths below): Statistics, Computer Science, Applied Mathematics, Physics, or a related quantitative field.
• PhD graduates with strong academic research backgrounds are highly preferred, but we will also consider experienced Masters and Bachelors. We value contributions to open source projects, publications, and other work and activities that provide evidence of exceptional ability.

Responsibilities

• Design, develop, implement, and document advanced quantitative models and scenarios for time-series forecasting of revenues, expenses, and balance sheet items. Incorporate a broad range of economic, financial, and business variables to address practical issues in budget planning and management, and conduct uncertainty quantification.
• Develop and deploy Statistical and explainable Machine Learning (ML) models for event prediction and forecasting. Derive actionable insights to support corporate strategy, budget planning, regulatory compliance, and internal governance reviews.
• Collaborate with cross-functional stakeholders across business divisions, Finance, Risk, and other core corporate departments. Translate complex user needs into precise model specifications, analytical metrics, interactive dashboards, and comprehensive reports tailored for senior leadership and operational teams.
• Execute the end-to-end model development lifecycle, encompassing data collection, exploratory data analysis, feature engineering, variable selection, model selection, hyperparameter tuning, validation, and scalable deployment on the Cloud.
• Design and engineer Artificial Intelligence (AI) agentic systems to deliver analytical, data science, and reporting capabilities through both interactive and batch reporting interfaces. Manage agent orchestration, context management, knowledge base integration, tool calling, and overall AI lifecycle management.
• Conduct rigorous simulation studies, provide theoretical justifications, and perform model performance testing. Create and maintain comprehensive technical documentation to support Model Risk Management (MRM) reviews, facilitate finding remediation, and ensure ongoing model monitoring.

Skills

Python

Rust

C++

Econometrics & Time-Series

Simulation & Uncertainty

Machine Learning

Causal Inference

Cloud Deployment

AI Agent Development

Education

PhD preferred

PhD in Statistics

PhD in Computer Science

PhD in Applied Mathematics

PhD in Physics

Tools

LangGraph

Google ADK

AWS Bedrock AgentCore

Job description

Goldman Sachs in New York, NY, seeks an Associate Quantitative Strategist in Core Planning and Analysis Strats to design and deploy advanced models for budgeting, forecasting, and balance sheet dynamics. You will build AI agents for automated analysis and decision support, leveraging Python and cloud deployment, with opportunities to explore Rust for performance-critical code.

The role targets recent PhD graduates and experienced Masters or Bachelors, with strong background in econometrics,