VP, Quantitative Engineering: AI/ML Forecasting Leader

Goldman Sachs; New York (NY); On-site; USD 191,000 - 237,000; Full time

Job summary

Goldman Sachs is seeking a Vice President of Quantitative Engineering in New York, NY to lead design, development, and deployment of advanced quantitative models and scenarios for time series forecasting. You will integrate economic, financial, and business-risk variables and conduct uncertainty quantification to support risk management and governance reviews.

The role requires a PhD or Master’s/ Bachelor’s with extensive experience in C++, R, or Python, econometrics and ML with explainability,

Qualifications

• PhD or Master’s or Bachelor’s in a quantitative field with required experience.
• Proficiency in C++, R, or Python and time-series econometrics.
• Experience with uncertainty quantification and explainable ML.
• Production cloud deployment and large-scale data handling.

Responsibilities

• Lead design and implementation of advanced quantitative models for time-series forecasting.
• Develop explainable ML models for event prediction and risk scoring.
• Create dashboards, reports, and documentation for governance reviews.
• Manage end-to-end model development and cloud deployment lifecycle.
• Collaborate with Finance and risk departments across divisions.

Skills

C++

Python

R

Time-series analysis

Econometrics

Uncertainty quantification

Machine learning

Explainable ML

Cloud deployment

Model risk documentation

Education

PhD in Mathematics/CS/Financial Engineering

Master's in Mathematics/CS/Financial Engineering

Bachelor's in Mathematics/CS/Financial Engineering

Tools

AWS

SQL

Docker

Kubernetes

Job description

Goldman Sachs is seeking a Vice President of Quantitative Engineering in New York, NY to lead design, development, and deployment of advanced quantitative models and scenarios for time series forecasting. You will integrate economic, financial, and business-risk variables and conduct uncertainty quantification to support risk management and governance reviews.

The role requires a PhD or Master’s/ Bachelor’s with extensive experience in C++, R, or Python, econometrics and ML with explainability,