MORE ABOUT THIS JOB About Goldman Sachs Goldman Sachs is global investment banking, securities and investment management firm. We provide a wide range of services to a substantial and diversified client base that includes corporations, institutional investors, governments, non-profit organizations and high net worth individuals. Our headquarters are in New York and we maintain significant offices in London, Bangalore, Mumbai, Tokyo, Hong Kong and other financial centers around the world. About Global Investment Research Global Investment Research division (GIR) delivers value-added research to clients in the equity, fixed income, currency and commodities markets and develops global client-focused research in economics, portfolio strategy, derivatives and equity and credit securities. Our clients use these insights and investment ideas to develop their strategies. About GIR Data Strategy GIR data strategists contribute to our clients' investment process through quantitative analysis and systematic solutions. We work directly with the full spectrum of macro and equity research analysts across the globe and interact directly with clients. We also collaborate with colleagues across other areas of the firm, including the Securities Division, the Data Intelligence Office, and Technology.
RESPONSIBILITIES AND QUALIFICATIONS Job Responsibilities We are looking for innovators and problem-solvers, creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment. Successful candidates will utilize their strong quantitative, engineering and communication skills to work with research analysts and colleagues in other divisions to address client needs.
Translate business queries into actionable and commercial insights leveraging unstructured data and statistically robust techniques
Evaluation and discovery of alternative data vendors including ability to quantifiably validate external algorithms and apply insights to commercially driven use cases
Quantitative analysis, including alpha assessment, risk analysis, portfolio construction and return attribution to enhance investment strategies using GIR sourced and external data
Leverage available data tools and collaborate with data scientists and engineers across the firm and adapt firmwide data initiatives to GIR's needs
Skills and Experience
Individually motivated and possess sound judgement, integrity, and a solid work ethic
Advanced degree in Computer Science, Financial Engineering or related technical field
Strong quantitative and problem solving skills with focus hypothesis formulation and testing
Strong background in applied statistics and well versed in machine learning algorithms
Strong coding skills using modern languages e.g. Java, Python, C++
Knowledge of financial modeling, portfolio analysis and risk modeling
Strong communication skills and the ability to work in a global team
Experience with SQL, R, pandas, website development, REACT, Highcharts, D3, Big data, MongoDB is a plus
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.