VP, Quantitative Strategy & Portfolio Analytics

Goldman Sachs; New York (NY); On-site; USD 130,000 - 250,000; Full time

Job summary

Goldman Sachs in New York is seeking a Strategist to build quantitative models and tools that support portfolio management and investment decision-making. You will work with portfolio managers across asset classes to solve complex problems and deliver production-grade analytics and software.

The role emphasizes a strong foundation in quantitative disciplines, programming, and the ability to operate independently while collaborating with a global team in a fast-paced environment.

Qualifications

• Background in a quantitative discipline (e.g. mathematics, engineering, physics, or computer science) with a preference for Masters and PhDs.
• Municipal and corporate credit markets experience beneficial
• Strong mathematical and analytical skills
• Desire and ability to create innovative solutions to commercial challenges
• Proficient in at least one programming language, and proven experience in production software development life cycle (SDLC)
• A self-starter, should have ability to work independently as well as thrive in a team environment

Responsibilities

• Working closely with portfolio managers to build quantitative models and tools to streamline portfolio management process
• Developing sustainable production systems, which can evolve and adapt to changes in our fast-paced, global business environment.
• Developing quantitative analytics and signals using advanced statistical, quantitative, or econometric techniques to improve the portfolio construction process and improve portfolio performance
• Developing rigorous and scalable data management/analysis tools to support the investment process.
• Implementing mathematical models and analytics in production-quality software.

Skills

Analytical thinking

Programming

Mathematical skills

Education

Masters and PhDs preferred

Job description

Goldman Sachs in New York is seeking a Strategist to build quantitative models and tools that support portfolio management and investment decision-making. You will work with portfolio managers across asset classes to solve complex problems and deliver production-grade analytics and software.

The role emphasizes a strong foundation in quantitative disciplines, programming, and the ability to operate independently while collaborating with a global team in a fast-paced environment.