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Global Banking & Markets - New York - Vice President, Quantitative Engineering - 3937401

New York, NY, United StatesFull-timePosted 9 days ago0 applicants
On-site$74,000 – $276,000
Accepting applications
$74,000 – $276,000/ year
Type
Full-time
Mode
On-site
Level
Open

About the role

  • Global Banking & Markets - New York - Vice President, Quantitative Engineering - 3937401 location_on New York, NY, United States Global Banking & Markets - New York - Vice President, Quantitative Engineering - 3937401 Apply Global Banking & Markets - New York - Vice President, Quantitative Engineering - 3937401 location_on New York, NY, United States Apply Job Duties Vice President, Quantitative Engineering with Goldman Sachs & Co. LLC in New York, New York.
  • Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues. Analyze large data sets (structured and unstructured) to build predictive models of business-relevant market variables.
  • Lead the development, implementation, and documentation of scenarios comprised of a broad range of economic and financial variables for businesses within the Firm.
  • Develop, maintain, and improve electronic trading systems for the hedging of interest rate products.
  • Implement data-driven algorithms with statistical models across multiple interest rate products to identify and generate revenue opportunities.
  • Build and implement electronic trading algorithms while and utilizing historical quantitative data to benchmark and improve algorithm performance against market-based metrics.
  • Communicate with line trading and sales on day-to-day issues and short-term feature requests, as well as long-term requests and strategic direction.
  • Mentor junior and mid-level team members. Job Requirements Bachelor’s degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Applied Mathematics, or related quantitative field and four (4) years of experience in job offered or a related role. Prior experience must include four (4) years of experience with the following skills C++, Java, or Python; developing automated quoting, risk management, hedging and execution algorithms; quantitative analysis using advanced econometric, statistical, and mathematical techniques, including Bayesian analysis, time series analysis, or machine learning algorithms ; performing risk management or scenario-based analysis; developing rigorous and scalable data management and analysis tools to provide risk oversight and support the investment process; and statistics and data driven performance analysis, including Linear Regression or Time Series Analysis to measure performance. Salary Range Annual base salary for this New York, New York -based position is $74,000 - $276,000. ©The Goldman Sachs Group, Inc., 2026. 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.

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