Asset & Wealth Management- New York- Associate, Quantitative Internal Product Specialists- 9649762

Goldman Sachs•New York, NY

7h•Onsite

About The Position

Serve as a product expert on Quantitative Investment Strategies and Alternative Investments. Develop new quantitative investment ideas based on research, market structure, and statistical analysis. Support existing funds and help launch new ones, supporting both internal and external clients of the Division and the Firm. Write code in Python, Java, C, or SQL to solve analytical problems and produce analysis on markets and investment strategies. Create client-specific proposals and analysis tailored to address the unique needs of individual investors. Develop content and analysis on Markets and Quantitative Investment techniques. Develop performance reporting and ongoing risk contribution and performance attribution analysis across asset portfolios. Support advisors, salespeople, and clients to understand account lifecycle events. Collaborate with teams across the division to drive the commercial success of the business. Prepare methodology documentation and marketing material and complex due diligence questionnaires for the QIS funds. Develop strong working relationships across our business, working closely with portfolio managers, strategists, and engineers to gain insight into our investment process, as well as compliance, legal, controllers, and operations. Collaborate with our investment team, sales, and marketing to create marketing collateral and determine the best vehicle for delivery (webinar, blog posts, white paper, etc.). Serve as a point of contact for advisors and sophisticated institutional clients regarding the Firm’s Alternative Investment strategies, investment processes, and performance through client meetings and calls. Mentor junior members of the team and help manage and prioritize responsibilities and deliverables.

Requirements

Master’s degree (U.S. or foreign equivalent) in Financial Engineering, Mathematics, Applied Mathematics, Computer Science, or related field and one (1) year of experience in the job offered or in a related role OR Bachelor’s degree (U.S. or foreign equivalent) in Financial Engineering, Mathematics, Applied Mathematics, Computer Science, or related field and three (3) years of experience in the job offered or in a related role.
Working in financial markets and investment, sales and trading teams with understanding of structured investment products, and option strategies.
Utilizing programming languages to perform quantitative analysis, automate reports, materials, and/or processes, specifically advanced Python or C++ experience.
Development, production implementation, and maintenance of software.
Utilizing PowerPoint and Excel to create and update proposals and/or marketing materials.
Computing risk and performance analytics on structured investment products.
Derivatives, Option knowledge, Volatility Regimes Modeling and portfolio construction.
Pricing and structuring multi-asset financial derivatives.
Statistical and stochastic modelling of financial products for prediction and risk management.
Principal component analysis, hypothesis testing, linear/non-linear optimization.
Time series analysis and large dataset manipulation.
Communicating complex investment concepts to non-technical audience.
FINRA Series 7TO, 63 required.
10% domestic and international travel required to conduct client presentations in person.

Responsibilities

Serve as a product expert on Quantitative Investment Strategies and Alternative Investments.
Develop new quantitative investment ideas based on research, market structure, and statistical analysis.
Support existing funds and help launch new ones.
Write code in Python, Java, C, or SQL to solve analytical problems and produce analysis on markets and investment strategies.
Create client-specific proposals and analysis tailored to address the unique needs of individual investors.
Develop content and analysis on Markets and Quantitative Investment techniques.
Develop performance reporting and ongoing risk contribution and performance attribution analysis across asset portfolios.
Support advisors, salespeople, and clients to understand account lifecycle events.
Collaborate with teams across the division to drive the commercial success of the business.
Prepare methodology documentation and marketing material and complex due diligence questionnaires for the QIS funds.
Develop strong working relationships across our business, working closely with portfolio managers, strategists, and engineers to gain insight into our investment process, as well as compliance, legal, controllers, and operations.
Collaborate with our investment team, sales, and marketing to create marketing collateral and determine the best vehicle for delivery (webinar, blog posts, white paper, etc.).
Serve as a point of contact for advisors and sophisticated institutional clients regarding the Firm’s Alternative Investment strategies, investment processes, and performance through client meetings and calls.
Mentor junior members of the team and help manage and prioritize responsibilities and deliverables.