Quantitative Engineering - Associate

As an Engineer at Goldman Sachs, you will play a crucial role in making things possible and connecting people and capital with ideas to change the world. You will have the opportunity to solve challenging engineering problems for clients and be part of engineering teams that build massively scalable software and systems. Additionally, you will architect low latency infrastructure solutions, guard against cyber threats proactively, and leverage machine learning alongside financial engineering to turn data into action continuously. Joining Goldman Sachs will allow you to create new businesses, transform finance, and explore a world of opportunity at the speed of markets. Responsibilities: - Develop quantitative models in 3 key areas: - Independent price verification models for valuation of products like complex derivatives and hard to value private investments - Revenue analysis and modeling for new activity review, valuation adjustments, and daily P&L signoff for all market making desks - Regulatory Capital models for externally reported capital metrics in an evolving regulatory landscape - Provide ongoing testing and support for existing models - Ensure documentation and quality control of models - Work in a dynamic, fast-paced environment with exposure to all areas of Finance - Build strong relationships with business partners - Identify opportunities for cross-divisional collaboration and reuse of common solutions - Provide technical and functional guidance and leadership to junior members as needed Skills and Experience Required: - PhD or Masters candidate in a quantitative field such as mathematics, physics, statistics, or engineering - Experience in financial modeling - Excellent command of mathematics, modeling, and numerical algorithms. Exposure to machine learning and data science skills in finance is a plus - Strong programming skills in an object-oriented programming language (e.g., C++, Python, or Java) - Excellent communication skills for technical and business audiences globally - Comfortable with multi-tasking, managing multiple stakeholders, and working as part of a team This role offers you the opportunity to gain broad exposure to pricing and calibration models for various financial products, including derivatives, illiquid cash products, and private equity. You will also work on challenging quantitative problems, leverage machine learning and data science skills in finance, and gain an understanding of the evolving regulatory framework to help manage capital resources efficiently. As part of the team, you will engage with business users and engineers across all areas of the business, propose tailored solutions, have autonomy in designing and writing solutions, suggest product improvements, and receive support for professional development and training.,