Job Information
Goldman Sachs & Company Asset & Wealth Management- Senior Quantitative Engineer, ETF- New York- Vice Pre in New York, New York
Asset & Wealth Management
Bringing together traditional and alternative investments, we provide clients around the world with a dedicated partnership and focus on long-term performance. As the firm's primary investment area, we provide investment and advisory services for some of the world's leading pension plans, sovereign wealth funds, insurance companies, endowments, foundations, financial advisors and individuals, for which we oversee more than $2 trillion in assets under supervision. Working in a culture that values integrity and transparency, you will be part of a diverse team that is passionate about our craft, our clients, and building sustainable success. We are:
- Investors, spanning traditional and alternative markets offering products and services
- Advisors, understanding our clients' priorities and poised to help provide investment advice and strategies that make sense for their portfolios
- Thought Leaders, providing timely insights across macro and secular themes to help inform our clients' investment decisions
- Innovators, using our suite of digital solutions to help our clients address complex challenges and meet their financial goals
About Fixed Income and Liquidity Solutions
Fixed Income and Liquidity Solutions is an investment team with a global suite of products that delivers fixed income and money market portfolio solutions and manages assets for a broad range of clients such as pension funds, endowments, foundations, financial institutions, insurers and high net worth individuals. We focus on investing and advising clients across all sectors of the fixed income market, ranging from traditional investment grade products to more opportunistic/distressed investing.
Your Impact as a Strategist
Within Goldman Sachs Asset Management, quantitative engineering strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with portfolio managers across asset classes, their invaluable quantitative perspectives on complex financial and technical challenges power our business and investment decisions.
As a member of our team, you will use your advanced training in mathematics, programming and logical thinking to construct quantitative models that drive our success. Your talents for research, analysis and aptitude for innovation will define your contributions and enable you to find solutions to a broad range of problems, in a dynamic, fast-paced environment.
Whatever your background, you will bring a fresh perspective and unique skillset to our business. In return, you will be trained by our experts to navigate the complexities of the financial markets and state-of-the-art methods in quantitative finance.
An ordinary day is anything but. You may work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, trading automation, data analysis and more. Whichever your area of contribution, your ideas will have measurable effect on our business and for our clients.
Who We Look For
- We are interested in individuals who have strong analytical and coding skills and a passion to use technology to solve business problems.
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.
Qualifications
- Background in a quantitative discipline (e.g. mathematics, engineering, physics, or computer science) with a preference for Masters and PhDs
- ETF 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)
- Excellent communication skills
- A self-starter, should have ability to work independently as well as thrive in a team environment
The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.
Minimum Salary: 31200.00 Maximum Salary: 31200.00 Salary Unit: Yearly