Senior Multi-Asset Portfolio Manager

Goldman Sachs; New York (NY); On-site; USD 100,000 - 170,000; Full time

Job summary

Goldman Sachs is seeking a Lead Portfolio Manager within the Multi-Asset Solutions group in New York, focusing on North American corporate pensions and not-for-profit clients. The role designs and communicates bespoke multi-asset strategies and liability-hedging portfolios, coordinating with a team on investment analytics and client deliverables.

Ideal candidates have a strong quantitative background, 4+ years in institutional investing, and proficiency in Excel/PowerPoint.

Qualifications

• Bachelor’s degree in Mathematics, Economics, Finance, or related quantitative field required.
• 4+ years institutional investment or pensions experience.
• Strong quantitative and analytical skills with attention to detail.
• Excellent verbal and written communication abilities.
• Proficiency in portfolio metrics and multi-asset/liability-hedging concepts.
• Self-starter, able to work independently and in teams; strong presentation skills.

Responsibilities

• Strategic asset allocation analysis and portfolio construction optimization.
• Custom liability-hedging portfolio and asset-liability matching analysis.
• Investment manager/vehicle reviews with dedicated research team.
• Support ad hoc client investment requests and reporting.
• Create and review bespoke data analyses and client/prospect presentation books.

Skills

Strategic asset allocation

Portfolio construction

Liability-hedging portfolios

Investment manager research

Analytical skills

Communication skills

Excel and PowerPoint

Education

Bachelor’s degree in Mathematics, Economics, Finance, or related quantitative field

CFA designation or candidacy

Actuarial designation a plus

Tools

Excel

PowerPoint

Job description

Goldman Sachs is seeking a Lead Portfolio Manager within the Multi-Asset Solutions group in New York, focusing on North American corporate pensions and not-for-profit clients. The role designs and communicates bespoke multi-asset strategies and liability-hedging portfolios, coordinating with a team on investment analytics and client deliverables.

Ideal candidates have a strong quantitative background, 4+ years in institutional investing, and proficiency in Excel/PowerPoint.