MULTI-ASSET SOLUTIONS OVERVIEW

Multi-Asset Solutions (MAS) is a multi-asset class investing group within Asset & Wealth Management at Goldman Sachs. It develops and implements comprehensive investment management solutions customized to meet the investment objectives for clients. These solutions bring together state-of-the-art techniques for multi-asset portfolio design and implementation and reflect proprietary research and analytics conducted by the MAS team. With investment professionals across the globe, MAS invests or advises on assets for some of the world’s leading corporations, sovereign wealth funds, pension plans, governments, financial institutions, endowments, foundations, family offices, RIAs and other wealth advisors.

ROLE OVERVIEW

We are seeking an associate quantitative researcher to join the Alternative Risk Premia team in MAS. The team is responsible for the research, development, implementation, and ongoing management of systematic quantitative investment strategies and tail risk hedging strategies. The successful candidate will collaborate closely with other researchers and portfolio managers to develop a deep understanding of alternative risk premia strategies and their implementation options. The role is highly analytical and requires regular application of quantitative methods and techniques.

RESPONSIBILITIES AND QUALIFICATIONS

RESPONSIBILITIES

Research new and evaluate efficacy of existing alternative risk premia and tail-risk hedging strategiesBuild position level risk models for a wide range of quantitative investment strategiesBuild portfolio construction and asset allocation toolsConduct performance and risk attribution of quantitative strategiesCollaborate with MAS research team and portfolio managers

QUALIFICATIONS

Bachelor’s degree or higher in mathematics, physics, computer science, financial engineering, or related technical disciplineStrong understanding of mathematical and statistical concepts, especially in financeExperience with asset pricing, options is preferred, but not requiredStrong written and verbal communication skillsAbility to work both independently and in a team environmentStrong problem-solving skills and the ability to think creatively, critically and clearlyStrong programming skills in at least one language such as PythonStrong work ethic

ABOUT GOLDMAN SACHS

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers. 

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html©

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