Quantitative Strategist | MBD

Location(s) US-NY-New York
Job ID
2020-65665
Schedule Type
Full Time
Level
Associate
Function(s)
Quantitative Engineer
Region
Americas
Division
Merchant Banking Division
Business Unit
MBD Engineering
Employment Type
Employee

MORE ABOUT THIS JOB

Goldman Sachs is a world leading Investment Bank. Engineers at Goldman comprise of Strategists [aka. Quantitative Financial Engineers] and Technologist. Both teams work together to provide Quantitative and Computational solutions to critical business problems, helping the Firm and our Clients solve commercial problems in a collaborative apprenticeship-style global environment.

 

The Merchant Banking Division (MBD) is one of the four key revenue generating Divisions of the Firm. The Division invests in a wide range of global asset classes including: Corporate Debt and Equity, Real Estate, Growth Equity and Infrastructure worldwide. MBD consists of over 900 professionals in 25 offices in 15 countries. We operate on a global platform and are one of the largest managers of private capital globally.

 

The Merchant Banking Strategists collaborate with investing and finance professionals to create quantitative computer models and web applications to support all aspects of the investing and lending life cycle. We create quantitative models and developing software applications to help structure, value, hedge, risk manage the investments in our portfolios. Members hold advanced degrees in Engineering, Computer Science, Mathematics and Physics. The team proactively collaborates with colleagues globally to ensure the most appropriate and scalable solutions are implemented to everyone’s benefit.

 

At Goldman Sachs, our culture is one of teamwork, innovation and meritocracy. We often say our people are our greatest asset and we take pride in supporting each colleague both professionally and personally.  From collaborative work spaces and mindfulness classes to working from home and flexible work options, we offer our people the support they need to reach their goals in and outside the office.

 

What We Do

We are a global multi-asset class investing and lending business. Strategists focus on modeling, portfolio valuation, and risk management.

 

Your impact

As a strategist, you will create cutting edge models used in corporate, middle market and retail sectors to provide insights in market behaviors and to help our business grow. You will create complex computational architectures, leveraging advances in very large data store, parallel processing and other automation tools to meet the challenge of a rapidly growing and evolving business.

 

Who We Look For

We are looking for an individual who can develop new models, systems and processes in a commercial environment. You will have the opportunity to collaborate with some of the brightest technologists, to challenge the status quo and push the envelope in technology and finance.

RESPONSIBILITIES AND QUALIFICATIONS

Responsibilities:

 

How You Will Fulfil Your Potential

We are interested in individuals who have strong quantitative and coding skills and a continued interest to learn about finance. As a Quantitative Strategist in Merchant Banking Engineering, you will have the opportunity to work on many different types of projects including:

  • Developing portfolio management systems and tools for senior investment leaders
  • Providing quantitative analytics to optimize investment structure and pricing before deal underwriting / at investment stage
  • Creating computational models for valuing bespoke investments and projecting of expected returns
  • Develop Macroeconomic risk management and macro-hedge strategies in the equity, FX, rates and commodity spaces
  • Advising on fund structuring and strategy to maximize profits for our investors and the Firm
  • Identify opportunity for engineering solutions to advance the businesses
  • Deliver commercially impactful and well-designed technology products
  • Transform the deal sourcing process with advanced data science and machine learning techniques

 

Basic Qualifications

  • Strong quantitative background with Bachelor’s degree or higher in Computer Science, Engineering, Mathematics or related technical discipline
  • Excellent programming and software design skills in multiple object orientated programming languages [eg. Java / Python / C++ / Etc.] and experience with multiple database technologies
  • Strong written and verbal communication skills, with an ability to present complex technical idea to a multitude of technical and non-technical audiences
  • Pro-active attitude to problem solving, personal sense of ownership and responsibility, collaborative team-player, and a strong growth mindset
  • Ability to multitask across many parallel short-term and long-term projects, in a fast moving and high pressure environment
  • Strong project management experience with excellent stakeholder/client relationship management skills 

Preferred Qualifications

  • PhD in Computer Science, Engineering, or related technical science discipline.
  • 4+ years of practical experience building software in a commercial environment (full-stack a plus).
  • Working knowledge of Corporate Finance and Financing Mathematics
  • In-depth knowledge or research experience in machine learning and artificial intelligence

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