Quantitative Strategist, Global Banking & Markets, Marquee Portfolio Analytics

Goldman Sachs•New York, NY

7d•$150,000 - $300,000•Onsite

About The Position

Goldman Sachs Marquee is our premier digital storefront for institutional clients, delivering market-leading analytics, risk management, execution, and developer tools. Within Marquee, the Portfolio Analytics team is responsible for developing cutting-edge platforms that empower both internal desks (such as sales and trading) and external institutional clients to analyze risk, perform performance attribution, and implement advanced portfolio construction strategies. As a Vice President and Senior Quantitative Engineer, you will lead the quantitative design and development of Marquee’s portfolio capabilities. You will combine deep financial market knowledge with expert software engineering to build a fast-moving, highly collaborative platform supporting a diverse range of products and clients. This is a high-impact leadership role requiring a strong balance of technical depth, strategic vision, and people management.

Requirements

Master’s or PhD in a highly quantitative discipline such as Financial Engineering, Computer Science, Mathematics, Physics, Statistics, or a related field.
Typically 5+ years of experience in a quantitative research, quantitative engineering, or financial modeling role, with proven experience operating at a senior (Vice President) level.
Deep subject-matter expertise in financial markets, with a strong preference for equity markets. Advanced theoretical and practical knowledge of factor risk modeling, portfolio attribution, and portfolio optimization techniques.
Expert-level proficiency in multiple programming languages (Python, Java preferred) along with experience in data modeling and managing large, complex financial datasets.
Proven track record of managing, mentoring, and scaling engineering talent across global locations, with a focus on cross-timezone alignment and team growth.
Exceptional interpersonal and communication skills, with the ability to confidently present quantitative insights to institutional clients and collaborate with front-office sales and trading teams.

Nice To Haves

Experience with cloud infrastructure (e.g., AWS), distributed computing frameworks, and modern API design within a fintech or institutional investment platform.

Responsibilities

Design, implement, and scale complex quantitative frameworks within the Marquee platform, focusing on factor risk models, portfolio attribution (performance and risk), and advanced portfolio construction and optimization methods.
Help lead the development of highly scalable, robust data models and real-time calculation environments to support quantitative strategies and performance validation.
Manage and mentor a global team of engineers across multiple regions and timezones, fostering a culture of technical excellence, continuous learning, and collaborative delivery.
Communicate complex quantitative ideas and technical architectures effectively to senior business stakeholders, internal sales and trading functions, and external institutional clients.
Work closely with Product Management, UX Design, and Core Engineering teams to translate commercial opportunities and client feedback into robust production features.
Champion modern engineering practices (CI/CD, comprehensive testing, code reviews) to ensure the stability, performance, and accuracy of analytical systems under fast-moving market conditions.