VP Quantitative Engineer — Portfolio Analytics

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

Job summary

Goldman Sachs Marquee in New York seeks a Vice President and Senior Quantitative Engineer to lead quantitative design and development of portfolio capabilities. You will fuse market knowledge with software engineering to build fast, collaborative platforms for internal desks and external clients.

This high-impact role requires strong leadership, technical depth, and the ability to mentor engineers across time zones while delivering robust production features and scalable data models.

Qualifications

• Master's or PhD in a highly quantitative discipline such as Financial Engineering, Computer Science, Mathematics, Physics, Statistics, or a related field.
• Typically 5+ years of experience in a quantitative research, quantitative engineering, or financial modeling role at a senior level.
• Deep subject-matter expertise in financial markets with emphasis on equity markets and factor risk modeling, portfolio attribution, and portfolio optimization techniques.
• Expert-level proficiency in Python and Java with experience in data modeling and large financial datasets.

Responsibilities

• Design, implement, and scale factor risk models, portfolio attribution, and optimization methods.
• Lead scalable data models and real-time calculation environments for quantitative strategies.
• Mentor a global team of engineers across regions and time zones; foster technical excellence.
• Communicate complex quantitative ideas to senior stakeholders and clients.
• Collaborate with Product Management, UX Design, and Core Engineering to translate opportunities into production features.
• Champion CI/CD, testing, and code reviews to ensure stability and accuracy under fast-moving market conditions.

Skills

Python

Java

Data Modeling

Large Financial Datasets

Leadership

Communication

Cloud AWS

API Design

Education

Master's or PhD in Financial Engineering/CS/Math/Physics/Statistics

Tools

AWS

Distributed Computing

API Design

Job description

Goldman Sachs Marquee in New York seeks a Vice President and Senior Quantitative Engineer to lead quantitative design and development of portfolio capabilities. You will fuse market knowledge with software engineering to build fast, collaborative platforms for internal desks and external clients.

This high-impact role requires strong leadership, technical depth, and the ability to mentor engineers across time zones while delivering robust production features and scalable data models.