VP, Quantitative Engineering: Risk Modeling & Data Science

The Goldman Sachs Group; Salt Lake City (UT); On-site; USD 180,000 - 300,000; Full time

Job summary

The Goldman Sachs Group, Inc. in Salt Lake City seeks a Vice President, Quantitative Engineering to lead development, implementation, and documentation of scenarios using broad economic and financial variables for firm businesses.

You will collaborate with internal stakeholders, analyze user needs from a scenario design perspective, and address data, model, and implementation issues. Responsibilities include analyzing large datasets to build predictive models of market variables, developing and

Qualifications

• Advanced degree prerequisites with quantitative focus.
• Strong programming in C++, Python, or Java; production-quality analytics.
• Experience with financial mathematics, risk modeling, or pricing models.

Responsibilities

• Lead development and documentation of scenario models across markets.
• Analyze large datasets to build predictive models of market variables.
• Mentor junior and mid-level team members; collaborate with stakeholders.

Skills

C++

Java

Python

Education

Master's degree

Bachelor's degree

PhD

Tools

SQL

MongoDB

Job description

The Goldman Sachs Group, Inc. in Salt Lake City seeks a Vice President, Quantitative Engineering to lead development, implementation, and documentation of scenarios using broad economic and financial variables for firm businesses.

You will collaborate with internal stakeholders, analyze user needs from a scenario design perspective, and address data, model, and implementation issues. Responsibilities include analyzing large datasets to build predictive models of market variables, developing and