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Company

Original Job Post

Goldman Sachs · 3 days ago

Vice President, Quantitative Engineering

Dallas, TX

Full-time

Onsite

Executive

3+ years exp

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Responsibilities

Lead the development, implementation, and documentation of scenarios with a broad range of economic and financial variables.

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.

Develop, refine, and improve scenarios by leveraging knowledge in financial markets, economics, current events, statistical analysis, and programming.

Build 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.

Mentor junior and mid-level team members.

Qualification

Find out how your skills align with this job's requirements. If anything seems off, you can easily click on the tags to select or unselect skills to reflect your actual expertise.

C++JavaPythonFinancial MathematicsStochastic CalculusNo-Arbitrage Pricing TheoryMultivariable CalculusLinear AlgebraProbability TheoryNumerical MethodsMonte-Carlo TechniquesMarket Risk AnalysisCredit Risk AnalysisLiquidity Risk AnalysisMathematical Finance ConceptsObject-Oriented ProgrammingScripting Programming LanguagesMathematical ModelingProduction-Quality Software DevelopmentAlgorithmsData StructuresComplex Programs DevelopmentPricing Models DevelopmentRisk ModelingEconomics ModelingCash Flows Modeling

Required

Master’s degree (U.S. or foreign equivalent) in Economics, Mathematics, Computer Science, Financial Engineering, Applied Mathematics, or related quantitative field

Three (3) years of experience in job offered or a related quantitative engineering role with a Master’s degree OR one (1) year of experience with a PhD degree

Experience with C++, Java, or Python

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

Performing analysis leveraging market risk, credit risk, liquidity risk, or mathematical finance concepts

Object-oriented programming and scripting programming languages such as Python or Java

Implementing mathematical models or analytics in production-quality software

Applying algorithms or data structures to write complex programs

Developing pricing models for financial products to model risk, economics, and cash flows under normal and distressed market environments

Company

Goldman Sachs

Glassdoor

3.8

Goldman Sachs is a multinational financial services firm providing securities, investment banking, and management services.

Founded in 1869

New York, New York, USA

10,001+ employees

https://www.goldmansachs.com

H1B Sponsorship

Goldman Sachs has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

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Trends of Total Sponsorships

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2020 (523)