• Vice President, CIMD4474606

    Location(s) US-NY-New York
    Job ID
    2019-57967
    Schedule Type
    Full Time
    Level
    Vice President/Executive Director
    Function(s)
    Quant/Strats
    Region
    Americas
    Division
    Consumer and Investment Management Division
    Business Unit
    AIMS Strats
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

    Vice President with Goldman Sachs & Co. LLC in New York, NY.

     

    Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)

    RESPONSIBILITIES AND QUALIFICATIONS

    Duties: Vice President with Goldman Sachs & Co. LLC in New York, NY. Develop quantitative models, methods and analytical tools to improve the investment management process. On a day-to-day basis, design, develop, and maintain high-performance investment management platforms; develop efficient, robust quantitative research and portfolio management tools that can be leveraged across different investment teams; and develop rigorous and scalable data management/analysis tools to support the data-intensive quantitative investment process. 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. Utilizing big data technologies in order to manage the financial data from various vendors and provide an easy interface to access the data and perform research. Researching investment ideas and opportunities using quantitative analytics and methods, including advanced statistical, econometric and “big data” techniques. Researching, proposing and implementing portfolio optimization frameworks that take into account portfolio specific constraints, exposure and risk objectives. Creating and using quantitative models to simulate and evaluate portfolio solutions, risk-management strategies and new investment ideas. Conducting research in quantitative investment models and portfolio construction techniques, performing signal analyses; and delivering presentations on research conducted. Working closely with Stakeholders to provide analytics, tools and models for valuation and risk management. Developing quantitative risk analytics, including factor models, market risk, counterparty risk and liquidity risk. Using machine learning and other quantitative techniques to identify new business and client opportunities. Transforming concepts and ideas into robust software leveraging object oriented or functional programming languages. Implementing mathematical models and analytics in production-quality software. Oversee a team of four (4) professional employees, including two (2) Associates and two (2) Analysts.

     

    Job Requirements: Ph.D. (U.S. or foreign equivalent) in Mathematics, Applied Mathematics, Quantitative Finance, or a related quantitative field with two (2) years of experience in the job offered or in a related position involving design and development of high performance research libraries, machine learning models and basic statistical data analysis. Alternatively, Bachelor’s degree (U.S. or foreign equivalent) in Mathematics, Applied Mathematics, Quantitative Finance, or a related quantitative field with six (6) years of experience in the job offered or in a related position involving design and development of high performance research libraries, machine learning models and basic statistical data analysis. Prior experience must include at least two (2) years (if Ph.D.) or six (6) years (if Bachelor’s) with: Conducting research in quantitative investment models and portfolio construction techniques, performing signal analyses; and delivering presentations on research conducted; Regression, time series analyses, statistical hypothesis testing, Monte Carlo simulation methods, and/or economic optimization frameworks; Utilizing and supporting the creation of quantitative models to simulate and evaluate portfolio solutions, risk-management strategies and new investment ideas; Various approaches to portfolio construction and risk monitoring, as well as techniques of risk decomposition and general background financial knowledge; Researching, proposing and implementing portfolio optimization frameworks that take into account portfolio specific constraints, exposure and risk objectives; Facility writing queries in SQL; Data modeling and normalization, including applying ability to manage large data sets from multiple different sources, drawing actionable data-driven conclusions; Applying knowledge of various machine learning approaches and techniques, including knowledge of machine learning packages, such as Panda, NumPy and/or SciKitLearn; and Applying knowledge of algorithmic methods and design patterns, including knowledge of at least one (1) of the following: Python, Matlab, C++, R, Java, web development frameworks (Angular, React), Javascript, Typescript, and/or versioning frameworks (CVS, GIT, etc).

    ABOUT GOLDMAN SACHS

    ABOUT GOLDMAN SACHS

    At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

    We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.

    We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html



    © The Goldman Sachs Group, Inc., 2020. All rights reserved.
    Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity

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