VP, Multi-Asset Solutions: Strategic & Quantitative Research

Candidate Experience Site - Lateral; New York (NY); On-site; USD 130,000 - 290,000; Full time

Benefits offered by this job

Competitive benefits

Vacation policy

On-site health centers

Job summary

Goldman Sachs Asset & Wealth Management is seeking a Vice President for the Multi-Asset Solutions team in New York. The role combines investment judgment, quantitative modeling, programming, and communication to develop portfolio construction and asset allocation models for institutional clients.

Primary collaboration involves portfolio managers, strategists, risk managers, technologists and senior leaders to evaluate trade-offs and support client asset allocation decisions.

Qualifications

• 4+ years of relevant experience in quantitative finance, investment research, asset allocation, portfolio construction, risk modeling or systematic investing.
• Strong mathematical and analytical skills.
• Desire and ability to create innovative solutions to commercial challenges.
• Programming expertise, ability to transform concepts and ideas into scalable and robust software.
• Excellent communication & interpersonal skills.

Responsibilities

• Develop quantitative methods for asset allocation and tail risk management within MAS.
• Collaborate with portfolio managers, strategists, risk managers, technologists and senior leaders to develop research and support client asset allocation decisions.
• Evaluate portfolio trade-offs and contribute to investment process improvements.
• Communicate complex financial concepts clearly and concisely.

Skills

Programming expertise

Mathematical & analytical skills

Communication & interpersonal skills

Innovative problem solving

Quantitative finance experience

Job description

Goldman Sachs Asset & Wealth Management is seeking a Vice President for the Multi-Asset Solutions team in New York. The role combines investment judgment, quantitative modeling, programming, and communication to develop portfolio construction and asset allocation models for institutional clients.

Primary collaboration involves portfolio managers, strategists, risk managers, technologists and senior leaders to evaluate trade-offs and support client asset allocation decisions.