Goldman Sachs logo

Associate Quantitative Engineer

Goldman Sachs

Job Description

Position: Associate, Quantitative Engineering

Location: New York, New York

Goldman Sachs & Co. LLC is seeking a talented Associate in Quantitative Engineering to join our team in New York. This role involves developing, implementing, and documenting scenarios that encompass a wide range of economic and financial variables for various business units within the firm.

Key Responsibilities

  • Collaborate with internal stakeholders to analyze user needs from a scenario design perspective, addressing data, model, and implementation issues.
  • Analyze large datasets, both structured and unstructured, to build predictive models of business-relevant financial metrics.
  • Develop, refine, and improve scenarios by leveraging knowledge in financial markets, economics, current events, statistical analysis, and programming.
  • Build and challenge models, identifying and quantifying vulnerabilities across financial and economic inputs.
  • Create and maintain clear and complete technical documentation of the model performance testing approach and process.

Job Requirements

  • Education:

    • Master’s degree in Mathematics, Computer Science, Computational Finance, Financial Engineering, or a related quantitative field with one year of experience in a related role.
    • Alternatively, a Bachelor’s degree in the same fields with three years of experience in a related role.
  • Experience and Skills:

    • Proficiency in C++, Java, or Python.
    • Experience in developing probabilistic models utilizing financial mathematics principles, including stochastic calculus, no-arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra, numerical methods, optimization, probability, or random processes.
    • Expertise in quantitative analysis and model development using advanced econometric, statistical, and mathematical techniques, including Bayesian analysis, time series analysis, or machine learning algorithms.
    • Experience in performing risk management or scenario-based analysis.
    • Development of quantitative risk analytics, including factor models.
    • Development of rigorous and scalable data management and analysis tools to provide risk oversight and support the business planning process.
    • Proficiency in statistics and data-driven performance analysis, including Linear Regression or Time Series Analysis to measure performance.

Salary and Benefits

  • Salary Range: $149,000 - $172,000 annually.
  • Benefits: Goldman Sachs offers a comprehensive benefits package, including health insurance, retirement plans, and wellness offerings.

Goldman Sachs is committed to providing a strong overall employee experience and is an equal employment/affirmative action employer. We encourage applications from all qualified individuals, including women, minorities, individuals with disabilities, and veterans.

Join us at Goldman Sachs and be part of a team that is at the forefront of financial innovation and progress.

Benefits
Extracted with AI

  • Competitive salary
  • Discretionary bonus
  • Health insurance
  • Retirement plans
  • Wellness offerings

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