Platform Solutions (PS Management) - New York- Vice President, Quantitative Engineering - 9127250

Job Duties: Vice President, Quantitative Engineering with Goldman Sachs Bank USA in New York, New York. Conceptualize and lead the development of quantitative models for valuations and risk management of wide range of financial products including implementation and deployment. Identify and engage with wide variety of stakeholders on issues ranging from data architecture to model implementations. Analyze large data sets (structured and unstructured) to build predictive models of business-relevant market variables. Develop, refine, and improve scenarios by leveraging knowledge in financial markets, economics, current events, statistical analysis, and programming. Oversee and challenge risk models, identify and quantify vulnerabilities across market, credit, liquidity risk and modeling. Create and maintain clear and complete technical documentation of the risk-model performance testing approach and process.

Job Requirements: Master's degree (U.S. or foreign equivalent) in Computer Science, Computer Engineering, Electrical Engineering, Financial Engineering, or related field and three (3) years of experience in job offered or a related role OR Bachelor's degree (U.S. or foreign equivalent) in Computer Science, Computer Engineering, Electrical Engineering, Financial Engineering, or related field and five (5) years of experience in job offered or a related role. Prior experience must include three (3) years of experience (with a Master's degree) OR five (5) years of experience (with a Bachelor's degree) with: developing pricing and risk measurement models for financial products to model risk, economics, and cash flows under normal and distressed market environments including for interest rate risk management; performing financial mathematics, including at least one of the following: stochastic calculus, no-arbitrage pricing theory, multivariable calculus, linear algebra, probability theory, numerical methods, or Monte Carlo techniques; portfolio profitability management with understanding of accounting principles, performing analysis leveraging market risk, credit risk, liquidity risk, or mathematical finance concepts and ability to provide technical deep dives on management requests; Object-oriented programming and scripting programming languages such as C++, Python, or Java; developing trade booking procedures interfacing with ledgers, implementing mathematical models or analytics in production-quality software, authoring technical documentation and providing production support; working with database query languages, such as SQL, MongoDB, Spark or other tools to process large and distributed datasets; and applying algorithms or data structures to write complex programs with applications including model implementations, deployment, front-end utilities for end users.

Salary Range: Annual base salary for this New York, New York - based position is $192,000.

The Goldman Sachs Group, Inc., 2025. All rights reserved. Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veteran status, disability, or any other characteristic protected by applicable law.