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 a Quantitative Researcher to join the Asset Liability Management (ALM) team in MAS at the Associate level. The role is ideal for someone looking to take the second step in their career. The team is responsible for the research, development and ongoing management of ALM models for European insurance and pensions funds. The successful candidate will collaborate closely with other Quantitative Researchers and Lead Portfolio Managers to develop a deep understanding of asset liability management approaches used in the Dutch and the broader European market. The role is highly analytical and requires regular application of quantitative methods and techniques. 

Responsibilities

RESPONSIBILITIES AND QUALIFICATIONS 

Research new Strategic Asset Allocation (SAA) and ALM approaches for insurance and pension funds.Perform analyses using the existing ALM models to generate investment insights for clients.Enhance and maintain the existing ALM models to make them more robust and efficient. Collaborate with MAS Research Team and Lead Portfolio Managers.

Qualifications

Master's degree or higher in mathematics, physics, computer science, financial engineering, or related technical discipline and a minimum work experience of 3 years. Strong understanding of mathematical and statistical concepts, especially in finance. Experience with ALM and/or Wet Toekomst Pensioen (WTP) is preferred.Understanding of Solvency II is an advantage.Strong written and verbal communication skills. Dutch language skills are preferred.Takes initiative, is pro-active and has the ability work with cross-functional teams spread globally. Strong work ethic and strong problem-solving skills, and the ability to think creatively, critically and clearly.Strong programming skills in at least one language such as Python.

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.