• Vice President- IBD4580572

    Location(s) US-NY-New York
    Job ID
    2019-58073
    Schedule Type
    Full Time
    Level
    Vice President/Executive Director
    Function(s)
    Investment Banking
    Region
    Americas
    Division
    Investment Banking Division
    Business Unit
    Corporate Cash Management
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

    Vice President with Goldman Sachs Bank USA 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 Bank USA in New York, NY. Design and implement predictive models and advanced algorithms to drive business decisions throughout the customer lifecycle including performing rapid prototyping of models for early-stage solutions. Leverage quantitative techniques from diverse disciplines such as financial modeling, machine learning, optimization, deep learning, artificial intelligence, statistical modelling, information theory, information retrieval and other areas to gain customer insights, perform cash and payments optimization, draw conclusions and implement them with business partners. Create mathematical models of financial instruments including structured products to conduct valuation and to compute risk metrics. Carry out data processing including statistical analysis, variable selection, and dimensionality reduction, custom attribute engineering, as well as the evaluation of new data sources. Understand the full data flow including the systems and the business processes that acquire and populate the data. Partner with other groups to implement models/algorithms in production. Understand finance, banking regulation and performance metrics including ROE and ROA. Document assumptions and methodologies, as well as carry out validation and testing to facilitate peer reviews and independent model validation.

     

    Job Requirements: Ph.D (U.S. or foreign equivalent) in Mathematics, Financial Engineering or a relevant quantitative/engineering field, such as Aeronautics. Two (2) years of experience in the job offered or in a related position. Must have two (2) years of experience with: Statistical modeling , such as regression, classification, and dimensionality reduction, with applications in financial sector; and performing numerical simulations. Must have one (1) year of experience with: machine learning/predictive modeling with applications in financial services; working with large data sets using distributed computing platforms, such as Spark or Hadoop; Linear and nonlinear optimization techniques, such as nonlinear least squares or convex optimization); and Python or C/C++ along with experience with entire software development life cycle.

    ABOUT GOLDMAN SACHS

    The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.

    © The Goldman Sachs Group, Inc., 2019. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.