Senior Quantitative Engineer — Portfolio Analytics Lead

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

Job summary

Goldman Sachs Marquee Portfolio Analytics seeks a Vice President and Senior Quantitative Engineer to lead quantitative design and development of flagship portfolio capabilities. The role blends financial theory with high-performance software engineering to support both internal desks and external clients.

This leadership position requires strong technical depth, strategic vision, and people management, delivering robust production features in a fast-moving market environment.

Qualifications

• Master’s or PhD in a quantitative field such as Financial Engineering, CS, Math, Physics, Statistics.
• 5+ years in quantitative research/engineering or financial modeling at senior level.
• Expert-level programming in Python and/or Java with data modeling experience.
• Strong subject-matter knowledge in financial markets, especially equity markets.
• Proven leadership in managing engineers across global locations and timelines.

Responsibilities

• Design, implement, and scale quantitative frameworks (factor risk models, portfolio attribution, optimization).
• Lead platform architecture for scalable data models and real-time calculations.
• Manage and mentor a global engineering team across regions and time zones.
• Communicate complex quantitative ideas to senior stakeholders and clients.
• Collaborate with product, UX, and core engineering to deliver production features.
• Champion modern engineering practices (CI/CD, testing, code reviews) for robust systems.

Skills

Python

Java

Portfolio risk modeling

Portfolio attribution

Optimization techniques

Team leadership

Effective communication

Education

Master’s or PhD in a highly quantitative discipline

Tools

AWS

Distributed computing

API design

Job description

Goldman Sachs Marquee Portfolio Analytics seeks a Vice President and Senior Quantitative Engineer to lead quantitative design and development of flagship portfolio capabilities. The role blends financial theory with high-performance software engineering to support both internal desks and external clients.

This leadership position requires strong technical depth, strategic vision, and people management, delivering robust production features in a fast-moving market environment.