MORE ABOUT THIS JOB Vice President with Goldman Sachs & Co. LLC in New York, NY.
Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)
RESPONSIBILITIES AND QUALIFICATIONS Duties: Vice President with Goldman Sachs & Co. LLC in New York, NY. Multiple positions available. Design and manage multi-asset portfolios for institutional investors across the globe. Core responsibilities include: build portfolio management systems to facilitate, trading, rebalancing, risk monitoring, performance attribution, and client reporting; provide customized strategic asset allocation advice for institutional clients; conduct quantitative research in the area of asset allocation, portfolio optimization, and asset risk modeling: research into the long term characteristics of various asset classes and investment strategies; research into portfolio optimization techniques; and research into factor models, non-normality of asset classes and risk management techniques.
Job Requirements: Ph.D. degree (US or foreign equivalent) in Engineering, Computer Science, Mathematics, Physics, or related quantitative field. Three (3) years of experience in the job offered or related investment or research portfolio management position. Must have three (3) years of experience with: software development for a large scale and multi-disciplinary project; working in an object oriented environment, including C++, C# or equivalent; and applying the following quantitative techniques in scientific or investment research: linear algebra; statistics, signal processing or estimation theory; optimization, and numerical analysis and parallelization techniques for solving large scale computational challenges. Must have two (2) years of experience with: delivering production quality software for a high intensity low error tolerance business or use case; understanding multi-asset investment workflow from a systems perspective including: Modeling & Portfolio Construction, Trading, Risk Monitoring, Performance Attribution, Client Reporting and Regulatory Reporting; demonstrating proven record in technical writing, in the form of publishing research papers or technical model documentation; working with institutional clients to design and implement multi-asset portfolios; integrating considerations around leverage, derivatives and different regulatory environments in the context of institutional research multi-asset research portfolio management; derivative markets across equities, rates, FX and commodities; and researching the drivers of returns, risk characteristics and sensitivity to macro-economic conditions of various asset classes and multi-asset portfolios. License(s) required: FINRA Series 7 and 63 licenses.
ABOUT GOLDMAN SACHS The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.