Vice President, CIMD4709841

Location(s) US-NY-New York
Job ID
2020-63362
Schedule Type
Full Time
Level
Vice President
Function(s)
Investment Management
Region
Americas
Division
Consumer and Investment Management Division
Business Unit
QIS
Employment Type
Employee

MORE ABOUT THIS JOB

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

 

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, New York within Goldman Sachs Asset Management’s Quantitative Investment Strategies Equity Alpha team, which is responsible for managing active global equity portfolios using a quantitative and systematic investment process. Job duties include: Identify new sources of equity alpha returns by studying financial market movements with resource tools such as Bloomberg, and reviewing extensive academic and financial industry literature; Research and source relevant equity market databases and conduct quantitative research to develop new equity alpha factors to improve portfolio alpha model using Python and Matlab; Oversee verification of daily alpha model and risk model generation for equity markets in the non-US developed markets with focus on data from WorldScope, IBES, and Compustat; Oversee rebalancing of global equity portfolios using advanced portfolio construction techniques such as linear, quadratic, and integer programming through Axioma-based optimizer; Sign off on final optimization results for portfolios under management and communicate with the portfolio construction team; Prepare analysis and research presentations for senior business leaders and other members of the portfolio management team using PowerPoint; Perform internal portfolio performance reviews for portfolio managers and research analysts; and Oversee backtesting of the new equity strategies using Axioma-based optimization tools.

 

Job Requirements: Bachelor’s degree (U.S. or foreign equivalent) in Economics, Finance, Statistics or a related field. Five (5) years of experience in the job offered or in a related role. Prior experience must include five (5) years of experience with: Sourcing data relating to the pricing of a company’s equity and performing quantitative research of new equity alpha factors using quantitative methods including econometrics, statistics and time series analysis, as well as applying principles of asset pricing, behavioral finance, corporate finance, and accounting; Delivering presentations on quantitative research results and detailed portfolio views; Conducting quantitative research with scientific computation software including Python; and Working with at least one scripting languages, such as Bash or Python, as well as with database languages, including SQL. Prior experience must include three (3) years of experience with: Working in an equity portfolio management role covering global markets; Constructing portfolios utilizing portfolio optimization theories on equity returns and risk models to achieve high risk adjusted portfolio returns; and Conducting performance attribution and portfolio performance reviews.

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



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Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity