VP Quantitative Engineer — Portfolio Analytics

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

Job summary

Goldman Sachs Marquee seeks a Vice President and Senior Quantitative Engineer to lead the quantitative design and development of portfolio capabilities, blending deep finance knowledge with software engineering for a fast-moving platform.

You will design factor risk models, portfolio attribution, and optimization methods, while guiding a global engineering team and collaborating with product, UX, and core engineering teams to deliver production features.

Qualifications

• Master’s or PhD in a highly quantitative discipline such as Financial Engineering, Computer Science, Mathematics, Physics, Statistics, or a related field.
• 5+ years of experience in a quantitative research/engineering or financial modeling role at a senior level.
• Deep expertise in financial markets, with emphasis on equity markets and factor risk modeling.

Responsibilities

• Design, implement, and scale complex quantitative frameworks focusing on factor risk models, portfolio attribution, and optimization methods.
• Lead scalable data models and real-time calculation environments to support quantitative strategies and performance validation.
• Mentor and manage a global team of engineers across regions and time zones.

Skills

Python

Java

Factor risk modeling

Portfolio attribution

Portfolio optimization

People management

Communication skills

AWS

Data modeling

SQL

Education

Master’s or PhD in a quantitative field

Tools

AWS

Job description

Goldman Sachs Marquee seeks a Vice President and Senior Quantitative Engineer to lead the quantitative design and development of portfolio capabilities, blending deep finance knowledge with software engineering for a fast-moving platform.

You will design factor risk models, portfolio attribution, and optimization methods, while guiding a global engineering team and collaborating with product, UX, and core engineering teams to deliver production features.