Goldman Sachs Asset & Wealth Management's External Investing Group (XIG) needs to develop advanced computational models, architectures, and applications to meet the challenges of a rapidly growing and evolving business, requiring innovative strategic thinking and the ability to solve complex engineering problems.
Requirements
- Outstanding background in a quantitative discipline, with excellent analytical, quantitative, and problem-solving skills, and demonstrated abilities in research and data visualization
- Programming expertise in a scripting language (e.g. Python, R, Matlab)
- Strong general and technical communication skills, with an ability to effectively articulate complex financial and mathematical concepts
- Creativity and problem-solving skills
- Ability to work independently and in a team environment
- 3+ years of applicable experience
Responsibilities
- Apply quantitative and analytical methods to come up with solutions that are accurate, robust, and scalable.
- Build novel and creative solutions for manager selection, portfolio construction, and risk management.
- Develop advanced computational models, architectures, and applications.
- Leverage machine learning alongside financial engineering to continuously turn data into action.
- Engineer software in a fast-paced, dynamic environment, adapting to market and customer needs.
- Build scalable software and systems.
- Architect low latency infrastructure solutions.
Other
- Collaborate across the business to develop solutions.
- Daily interactions with other team members across geographies demand an ability to communicate clearly about complex financial, business, and mathematical concepts.
- Look for creative collaborators who evolve, adapt to change, and thrive in a fast-paced global environment.
