VP, Quantitative Engineering: AI/ML Forecasting & Risk

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

Job summary

Goldman Sachs seeks a Vice President, Quantitative Engineering in New York to lead the design, development, implementation, and documentation of advanced quantitative models and scenarios for time series forecasting. You will incorporate economic, financial, and business-risk variables to address practical issues in finance and risk management, and conduct uncertainty quantification.

Develop and deploy explainable ML models for event prediction, risk scoring, and governance reviews.

Qualifications

• PhD/MS/BS in Mathematics, CS, Financial Engineering, or related quantitative field with required years of experience.
• Programming in C++, R, or Python as part of the offered role.
• Experience in econometrics and time-series analysis for forecasting and uncertainty quantification.

Responsibilities

• Lead design, development, and deployment of quantitative models and ML solutions.
• Perform end-to-end model lifecycle: data collection, feature engineering, model selection, validation, and deployment.
• Support Model Risk Management with documentation and governance reporting.
• Collaborate with cross-functional stakeholders across Finance and Risk.

Skills

C++

Python

R

Time-series analysis

Econometrics

Machine Learning

Uncertainty quantification

Cloud deployment

Data management

Model validation

AI agent development

Education

PhD in a quantitative field

MS in a quantitative field

BS in a quantitative field

Tools

SQL

Git

Job description

Goldman Sachs seeks a Vice President, Quantitative Engineering in New York to lead the design, development, implementation, and documentation of advanced quantitative models and scenarios for time series forecasting. You will incorporate economic, financial, and business-risk variables to address practical issues in finance and risk management, and conduct uncertainty quantification.

Develop and deploy explainable ML models for event prediction, risk scoring, and governance reviews.