Senior 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 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

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