VP, Quantitative Strategy & Portfolio Engineering

Goldman Sachs Bank AG; New York, Northern (NY, KY); Hybrid; USD 150,000 - 300,000; Full time

Benefits offered by this job

Healthcare & Medical Insurance

Financial Wellness & Retirement

Health Services

Fitness

Child Care & Family Care

Job summary

Goldman Sachs is seeking a Vice President and Senior Quantitative Engineer to lead the quantitative design and development of Marquee’s portfolio capabilities in New York. You will blend financial theory with software engineering to build fast, scalable analytics and risk tools for internal desks and external clients.

ROLE emphasizes leadership across a global engineering team, deep domain expertise in equity markets, and collaboration with product, UX, and front-office teams to deliver robust

Qualifications

• Master's or PhD in a highly quantitative discipline such as Financial Engineering, CS, Math or Physics.
• Typically 5+ years in quantitative research/engineering or financial modeling at senior level.
• Deep domain expertise in financial markets, esp. equity markets, and factor risk modeling.

Responsibilities

• Design, implement and scale factor risk models, attribution, and portfolio optimization.
• Lead scalable data models and real-time calculation environments for quantitative strategies.
• Manage and mentor a global engineering team across regions and time zones.
• Communicate complex quantitative ideas to senior stakeholders and clients.
• Collaborate with Product Management, UX Design and Core Engineering on production features.
• Champion CI/CD, testing and code reviews to ensure stability in fast markets.

Skills

Quantitative modeling

Portfolio attribution

Python

Java

Data modeling

Leadership

Communication

Education

Master's or PhD in quantitative field

Tools

AWS

API design

Job description

Goldman Sachs is seeking a Vice President and Senior Quantitative Engineer to lead the quantitative design and development of Marquee’s portfolio capabilities in New York. You will blend financial theory with software engineering to build fast, scalable analytics and risk tools for internal desks and external clients.

ROLE emphasizes leadership across a global engineering team, deep domain expertise in equity markets, and collaboration with product, UX, and front-office teams to deliver robust