Controllers-NEW YORK-Vice President-Quantitative Engineering

Location(s) US-NY-New York
Job ID
Schedule Type
Full Time
Business Unit
Controllers Modelling
Employment Type


The Goldman Sachs Group, Inc. is a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and high-net-worth individuals. The firm is headquartered in New York and maintains offices in London, Frankfurt, Tokyo, Hong Kong and other major financial centers around the world.

Founded in 1869, Goldman Sachs has long sustained a commitment to hiring and training outstanding leaders. Our business principles are rooted in integrity, a commitment to excellence, innovation and teamwork. These values enable us to execute successfully a business strategy that is focused on extraordinary client service and superior long-term financial performance for our shareholders.


We conduct our business in increasingly complex markets. Our people must continually find new ways to provide access to capital, manage risk and provide investment opportunities for our clients to enable them to realize their goals. We judge ourselves on our ability to help clients anticipate and respond to changing market conditions and to create opportunities that merit the trust they place in us.


We are currently seeking candidates for the Controllers Modeling (CM) group within Controllers Division. CM is a multidisciplinary group of quantitative experts focusing on independent price verification, regulatory capital measurement and stress tests architecture. The group is primarily responsible for modeling and quantifying market risk and market risk capital pertaining to the three areas mentioned.



  • Develop price verification models for a variety of products. Models must capture the economic and statistical properties of the underlying market risk factors. Provide ongoing testing and support for existing models.
  • Perform exotic structure pricing analyses. Develop pricing models based on business needs.
  • Build scalable frameworks for systematic and quantitative analysis in price verification centrally across asset classes. 
  • Lead junior team members and work closely with product controllers to deliver products with most commercial value


In performing his/her job function a VP will have the following opportunities:

  • Broad exposure to pricing and calibration models for a variety of products
  • Exposure to challenging quantitative problems such as modeling risks for derivatives, large scale Monte-Carlo simulations of complete portfolios across the firm, fast and accurate approximate market risk measurements.
  • Development of quantitative and programming skills as well as product and market knowledge.
  • Opportunities to work with product controllers in various areas of the firm.
  • Dynamic team work environment.


  • PhD or Master’s candidate in a quantitative field such as mathematics, physics, statistics or engineering.
  • Minimum 4 years of experience in a financial modeling / programming role.
  • Excellent command of mathematics, modeling and numerical algorithms. Good knowledge of statistics and time series analysis is a definite plus.
  • Strong programming skills and experience with an object oriented programming language (Java, Python ok, C++ preferred).
  • Strong written and verbal communication skills.
  • Self-motivated team player


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


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