Quantitative Engineering VP

Role Overview: At Goldman Sachs, engineers play a crucial role in making things possible and connecting people and capital with ideas to solve challenging engineering problems for clients. As a member of our engineering teams, you will be involved in building massively scalable software and systems, architecting low latency infrastructure solutions, proactively guarding against cyber threats, and leveraging machine learning in financial engineering. Your work will contribute to creating new businesses, transforming finance, and exploring opportunities at the speed of markets. Key Responsibilities: - Develop quantitative models in three key areas: - Independent price verification models for various financial products, including derivatives and private equity - Revenue analysis and modeling for market-making desks - Regulatory capital models for externally reported metrics - Provide ongoing testing and support for existing models - Document and ensure quality control of models - Work in a dynamic, fast-paced environment within the Finance sector - Establish strong relationships with business partners - Identify opportunities for cross-divisional collaboration and reuse of common solutions - Offer technical and functional guidance and leadership to junior team members as needed Qualifications Required: - PhD or Masters candidate in a quantitative field such as mathematics, physics, statistics, or engineering - Experience in financial modeling - Strong command of mathematics, modeling, and numerical algorithms - Exposure to machine learning and data science in finance is a plus - Proficient in programming with an object-oriented language (e.g., C++, Python, Java) - Excellent communication skills with the ability to engage with both technical and business audiences globally - Comfortable with multitasking, managing stakeholders, and working collaboratively as part of a team,