VP, Quantitative Engineering & Risk Modeling

Goldman Sachs; Salt Lake City (UT); On-site; USD 180,000 - 280,000; Full time

Job summary

Goldman Sachs in Salt Lake City, Utah seeks a Vice President, Quantitative Engineering to lead the development, implementation, and documentation of complex scenarios with a broad range of economic and financial variables for the Firm.

You will collaborate with internal stakeholders, analyze user needs from a scenario design perspective, and mentor junior team members while advancing production-quality models and risk analytics.

Qualifications

• Advanced degree in Mathematics, CS, Financial Engineering or related quantitative field with required experience.
• Experience with C++, Java, or Python and financial mathematics concepts.
• Experience with processing large datasets and producing production-quality software.
• Knowledge of risk, pricing, and financial modeling concepts.

Responsibilities

• Lead development, implementation, and documentation of scenarios for the Firm.
• Collaborate with stakeholders on scenario design and data/model issues.
• Analyze large datasets to build predictive models of market variables.
• Develop, refine, and improve scenarios using financial markets, statistics and programming.
• Mentor junior team members.

Skills

C++

Java

Python

Education

Master's degree

Bachelor's degree

PhD degree

Tools

SQL

MongoDB

Job description

Goldman Sachs in Salt Lake City, Utah seeks a Vice President, Quantitative Engineering to lead the development, implementation, and documentation of complex scenarios with a broad range of economic and financial variables for the Firm.

You will collaborate with internal stakeholders, analyze user needs from a scenario design perspective, and mentor junior team members while advancing production-quality models and risk analytics.