31 Quantitative Modeling Jobs

Goldman Sachs Strats is a world leader in developing quantitative models and technologies to solve complex business problems across various divisions such as trading, sales, banking, and asset management. As an Investment Banking Strat, you will utilize your mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities. You will be involved in marketing, structuring, pricing, and executing transactions for large corporations and institutions in the capital markets and M&A. As part of the Investment Banking M&A Quant Advisory team in Bengaluru, you will work on solving business problems using large and complex financial datasets, collaborating with Investment Bankers in different industries and regions. You will develop innovative client analytics for M&A deals, utilize machine learning and big data analysis tools, and create proprietary targeting solutions. Key Responsibilities: - Develop quantitative and analytical methods for targeting new transaction opportunities. - Provide solutions for internal and external clients, covering deal performance analysis, competitor analysis, and deal execution strategy. - Create tools to make data and analytics accessible to internal users. - Program in Python or other languages using machine learning and statistical methods. - Curate datasets from multiple vendors to serve analytics and business purposes. - Generate reports, analyses, and alerts for internal management, business monitoring, risk management, and opportunity targeting. Basic Qualifications & Skills: - Bachelors or advanced degree in a quantitative/STEM discipline. - 2+ years of quantitative modeling and development experience. - Strong analytical and problem-solving abilities. - Proficient in Python and data querying languages like SQL and MongoDB. - Excellent oral and written communication skills. - Strong interest in finance, investment banking, and capital markets. - Results-oriented work ethic and ability to work in a team. Preferred Qualifications: - Experience in M&A and/or Capital Markets. Goldman Sachs is committed to fostering diversity and inclusion in the workplace, providing growth opportunities for individuals, and offering various benefits and programs. If you require accommodations during the recruiting process, please learn more about our disability statement on our website. Join us at Goldman Sachs to be part of a leading global investment banking firm dedicated to client success and professional development.,

The role involves performing competitive market research, creating excel-driven quantitative models and business assumptions, and utilizing quantitative and qualitative market research. Secondary research is conducted to identify data points such as production and consumption of product commodities. Primary research is undertaken to generate insights into current market trends and forecasting with key opinion leaders. Data analytics techniques are used for trend analysis, data validation, and triangulation. Various sources and technologies are utilized to create high-quality prospect contact lists for integrated marketing campaigns. Company profiling involves analyzing market share, product portfolio, new launches, product recalls, and mergers & acquisitions. Data collected from primary, secondary sources, and databases is collected and analyzed to track marketing and sales trends, estimate market size, and forecast market trends. Reports of findings are prepared, illustrating data graphically and translating complex findings into written text. Additionally, the role may involve performing any other reasonable duties required by management from time to time.,

Support investment portfolio reporting and quantitative analyses for a leading alternative asset manager. Develop and improve workflow efficiency through automation. Assist with development, calibration, prototyping, and documentation of risk models. Assist with preparation of materials for client and senior management. Assist with development of a robust risk management framework and analytics across portfolios. Analyze time series data to identify and report any trends or errors/exceptions, using quantitative techniques and machine learning models. Help foster a culture of risk awareness in partnership with other stakeholders. Keep up to date with topical issues in risk management. Key Skills: Experienced in data science, machine learning, and quantitative modeling. Proficient in programming languages like Python, SQL, and libraries like Pandas, Numpy, Matplotlib. Experienced in AWS/Amazon SageMaker and frameworks like TensorFlow. Has a commanding grasp on Excel and basic knowledge of BI tools like Tableau/Sigma Computing. Has experience with risk analytic platforms (e.g., FactSet, Risk Metrics, Bloomberg). Quantitative background such as Mathematics, Mathematical Finance, Econometrics, Data Science, and Statistics. Understanding of different alternative asset classes and instruments, with a strong knowledge of fixed income securities and their characteristics. Preferred qualification: CFA, FRM, CQF, or a PG degree in finance. Ability to work independently and thrive in a team-oriented environment. Comfortable taking initiative and being resourceful. Rich experience working in an investment risk, data science-related role preferred.

You will be responsible for conducting model validation, audit, and review primarily for credit loss forecasting models in the retail or wholesale domain, specifically for IFRS9/IRB models, including PD/EAD/LGD components. Your role will involve comprehending relevant regulatory requirements, reviewing development documentation, conducting tests and benchmarking, as well as creating challenger models using SAS, R, or Python, and compiling reports. Additionally, you will provide assistance with other model validation, audit, and review tasks as needed, such as Underwriting scorecards, Credit Scoring, behavioral models, economic scenario models, or validation-related automation activities. Your responsibilities will include performing model validation by assessing conceptual soundness, critically evaluating the testing conducted by developers to ensure the model's integrity and accuracy, and determining its suitability. You will design evaluations to test the model's predictive power and robustness under uncertainty, develop alternative benchmark models, and ensure compliance with regulatory standards. Collaboration and proactive engagement with seniors, AMs, and Managers will be essential to meet key project deliverables. You will take responsibility for key deliverables, engage with Partners/Directors to comprehend project scope and business requirements, and coordinate with onshore and offshore teams for successful delivery. Additionally, you will advise non-audit clients on the implications of evolving provision accounting standards (IFRS9) and assist them in validating or developing credit risk measurement models. Qualifications required for this role include an advanced degree in Mathematics, Statistics, Economics, or other analytical disciplines. A graduate degree plus an MBA in Finance, coupled with relevant experience or exposure, is also considered. Additional certifications such as FRM or CFA are preferred. Preferred candidates will have 2-12 years of experience in Risk Management/Analytics at major banks, top tier consulting firms like Big 4, or captives of well-known banks. Proficiency in programming languages such as Python, SAS, and R is required. Advanced skills in statistical and quantitative modeling, including linear regression, logistic regression, ARIMA, Markov Chain, Merton Model, CHAID, and other predictive modeling techniques are essential. In-depth knowledge of regulatory requirements pertaining to model risk management, such as SR11-7, SR15-18, PRA, and EBA guidelines, is also expected.,

As part of Goldman Sachs Asset and Wealth Management (AWM), you will have the opportunity to provide asset management, wealth management, and banking expertise to a diverse range of consumers and institutions globally. Collaborating with various teams within the firm, you will play a crucial role in assisting individuals and institutions in navigating changing markets and taking control of their financial lives. The Fixed Income and Liquidity Solutions team, a part of AWM, offers a comprehensive suite of global products tailored to deliver fixed income and money market portfolio solutions. You will work with a wide array of clients, including pension funds, endowments, foundations, financial institutions, insurers, and high net worth individuals. Focusing on investing and advising across various sectors of the fixed income market, from traditional to more specialized products, your contributions will directly impact clients" financial objectives. As a quantitative engineering strategist within Goldman Sachs Asset Management, you will be at the forefront of the business, utilizing analytical methods to solve real-world challenges. Your collaboration with portfolio managers across different asset classes will provide valuable quantitative insights that drive business and investment decisions. Your proficiency in mathematics, programming, and logical thinking will be instrumental in developing quantitative models that contribute to our success. Your responsibilities will involve closely working with portfolio managers to create quantitative models and tools for portfolio management processes, developing sustainable production systems adaptable to a fast-paced environment, and utilizing advanced statistical techniques to enhance portfolio construction and performance. Additionally, you will be tasked with implementing mathematical models in production-quality software and creating rigorous data management tools to support the investment process. To excel in this role, you should possess a background in a quantitative discipline such as mathematics, engineering, physics, or computer science, with a preference for Masters or PhD qualifications. Experience in municipal and corporate credit markets is advantageous, along with strong mathematical and analytical skills. Proficiency in at least one programming language, a proven track record in software development, excellent communication skills, and the ability to innovate solutions to commercial challenges are essential qualities. Joining the Goldman Sachs engineering culture means being part of a team that strives to make things not just happen but also possible. Engage in solving complex engineering problems, connecting people and capital with innovative ideas, and transforming data into actionable insights through cutting-edge software and systems. Embrace the dynamic environment that demands innovative strategic thinking and offers opportunities to push the boundaries of digital possibilities. Goldman Sachs is committed to leveraging the diversity of its workforce to drive growth and success for its clients, shareholders, and communities globally. By fostering a culture of inclusion, providing professional development opportunities, and supporting personal well-being, the firm aims to empower individuals to reach their full potential. Explore the world of finance, innovation, and opportunity with Goldman Sachs, where your unique skills and perspective can make a meaningful impact.,

As part of the IDRCL team within the BAD BANK project, you will be involved in the resolution of legacy bad loans amounting to ~INR 2 trillion in the Indian banking system. IDRCL operates as an Asset Reconstruction Company (ARC) and Debt Resolution Company in a principal-agent relationship, supported by major scheduled commercial banks. As a public limited company primarily owned by private banks, your responsibilities will include: - Conducting detailed financial analysis, creating financial models in Excel, performing IRR calculations, and preparing investment committee memos/presentations. - Collaborating with bankers and consultants to facilitate structuring, due diligence, negotiation, and preparation of the resolution plan. - Working with consultants/companies to execute the approved resolution plan endorsed by the Board. - Conducting primary and secondary research on sectors/industries to gather data on industry and competitor dynamics, staying updated with industry developments. - Compiling periodic review reports of existing portfolio companies for management review. - Assisting the Resolution Manager in engaging with stakeholders to implement approved resolution and recovery strategies. - Performing scenario analysis in ongoing resolution plans. - Creating teasers, dockets, and presentations for the Board, Investment committee, and potential investors. Functional and behavioral requirements for this role include: - Strong problem-solving and analytical skills. - Proficiency in Excel-based financial modeling, projections, and concise PowerPoint presentations. - Ability to analyze due diligence reports, financial statements, and envision various scenarios translated into quantitative models. - Enthusiastic, taking ownership of work with a professional approach. - Basic understanding of large ticket financing and the bank lending ecosystem in India. Qualifications for this position include a CA/CFA/MBA (Finance) with a minimum of 3 years of experience in financial advisory services.,

Goldman Sachs Strats business unit is a world leader in developing quantitative models and technologies to solve complex business problems. Working within the firm's trading, sales, banking, and investment management divisions, strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities. As a FICC CVA Strat within the firm's Global Markets Division, you will collaborate with IRP, GCEM, and Commodity CVA trading desks globally to enhance CVA models and refine the risk management framework. Your role involves developing cutting-edge CVA pricing and risk models, working closely with global CVA traders, and implementing risk management infrastructure to monitor and manage risk effectively. Additionally, you will assist in optimizing capital footprint and enhancing counterparty credit risk monitoring and management framework in light of industry regulations. Your responsibilities include building and enhancing CVA quantitative models, pricing, risk management, and workflow infrastructure for the FICC CVA & Funding trading business. You will conduct systematic and quantitative analysis of risk, pricing, and PNL metrics across various FICC CVA & Funding products, support trading desk activities, analyze trade ideas and hedging strategies, and contribute to cross-business initiatives such as capital optimization and regulatory changes. The ideal candidate for this role possesses strong quantitative and technical problem-solving skills, a drive to explore new ideas, and the ability to deliver quick yet robust solutions. Strong academic background in a relevant STEM field, proficiency in programming languages like Java, C++, Python, excellent interpersonal and communication skills, attention to detail, and the ability to work in a dynamic environment are essential qualifications. If you are passionate about financial markets, financial modeling, and have a quantitative understanding of probability, this opportunity at Goldman Sachs may be the perfect fit for you. Join us in our commitment to fostering diversity and inclusion, providing growth opportunities, and supporting professional and personal development for every individual within our firm. Goldman Sachs is dedicated to accommodating candidates with special needs or disabilities during the recruiting process. To learn more about our culture, benefits, and career opportunities, visit GS.com/careers.,

You will help solve analytical problems across the organization and propose product and credit policy changes to improve company profitability. Specifically, you will monitor the portfolio, create a user valuations model, and propose new product and pricing strategies. Responsibilities Build and maintain a user level valuations model to inform future product and marketing decisions and analyze drivers of profitabilityMonitor and update credit policy to optimize for company risk, profitability, and growth targetsPropose data driven product changes to improve customer experience and company profitability. Partner with product and engineering teams to implement your solution into productionMonitor the company portfolio to identify trends, and lead weekly credit committee meeting to share performance updates and analysisConduct ad-hoc analysis to identify underlying explanations for changes in portfolio performance, develop data-driven solutions, and evaluate expected portfolio impacts Collaborate with data science, product, and engineering to propose hypothesis testing to improve risk and profitabilityDevelop statistical models to assist in pricing and user segmentation for capital markets transactions and financial data analysis Support the marketing and product team with their data needs QualificationsFluency in SQL and R/Python Previous experience in analytics and/or quantitative modeling, using large datasetsExperience analyzing, visualizing and communicating impactful insights to management, investors and/or auditors Strong strategic thinking and problem-solving skills2-4 years relevant experience in Credit Analytics, preferably in the India Fintech industryEnthusiasm for working across cultures, functions and time zones

Job DescriptionYou will help solve analytical problems across the organization and propose product and credit policy changes to improve company profitability. Specifically, you will monitor the portfolio, create a user valuations model, and propose new product and pricing strategies. Responsibilities Build and maintain a user level valuations model to inform future product and marketing decisions and analyze drivers of profitabilityMonitor and update credit policy to optimize for company risk, profitability, and growth targetsPropose data driven product changes to improve customer experience and company profitability. Partner with product and engineering teams to implement your solution into production Monitor the company portfolio to identify trends, and lead weekly credit committee meeting to share performance updates and analysis Conduct ad-hoc analysis to identify underlying explanations for changes in portfolio performance, develop data-driven solutions, and evaluate expected portfolio impacts Collaborate with data science, product, and engineering to propose hypothesis testing to improve risk and profitability Develop statistical models to assist in pricing and user segmentation for capital markets transactions and financial data analysis Support the marketing and product team with their data needs Qualifications Fluency in SQL and R/Python Previous experience in analytics and/or quantitative modeling, using large datasets Experience analyzing, visualizing and communicating impactful insights to management, investors and/or auditorsStrong strategic thinking and problem-solving skills 2-4 years relevant experience in Credit Analytics, preferably in the India Fintech industryEnthusiasm for working across cultures, functions and time zones

You will help solve analytical problems across the organization and propose product and credit policy changes to improve company profitability. Specifically, you will monitor the portfolio, create a user valuations model, and propose new product and pricing strategies. Responsibilities Build and maintain a user level valuations model to inform future product and marketing decisions and analyze drivers of profitability Monitor and update credit policy to optimize for company risk, profitability, and growth targets Propose data driven product changes to improve customer experience and company profitability. Partner with product and engineering teams to implement your solution into productionMonitor the company portfolio to identify trends, and lead weekly credit committee meeting to share performance updates and analysisConduct ad-hoc analysis to identify underlying explanations for changes in portfolio performance, develop data-driven solutions, and evaluate expected portfolio impacts Collaborate with data science, product, and engineering to propose hypothesis testing to improve risk and profitability Develop statistical models to assist in pricing and user segmentation for capital markets transactions and financial data analysis Support the marketing and product team with their data needs Qualifications Fluency in SQL and R/Python Previous experience in analytics and/or quantitative modeling, using large datasets Experience analyzing, visualizing and communicating impactful insights to management, investors and/or auditors Strong strategic thinking and problem-solving skills 2-4 years relevant experience in Credit Analytics, preferably in the India Fintech industry Enthusiasm for working across cultures, functions and time zones

You will help solve analytical problems across the organization and propose product and credit policy changes to improve company profitability. Specifically, you will monitor the portfolio, create a user valuations model, and propose new product and pricing strategies. Responsibilities Build and maintain a user level valuations model to inform future product and marketing decisions and analyze drivers of profitability Monitor and update credit policy to optimize for company risk, profitability, and growth targets Propose data driven product changes to improve customer experience and company profitability. Partner with product and engineering teams to implement your solution into productionMonitor the company portfolio to identify trends, and lead weekly credit committee meeting to share performance updates and analysisConduct ad-hoc analysis to identify underlying explanations for changes in portfolio performance, develop data-driven solutions, and evaluate expected portfolio impacts Collaborate with data science, product, and engineering to propose hypothesis testing to improve risk and profitability Develop statistical models to assist in pricing and user segmentation for capital markets transactions and financial data analysis Support the marketing and product team with their data needs Qualifications Fluency in SQL and R/Python Previous experience in analytics and/or quantitative modeling, using large datasets Experience analyzing, visualizing and communicating impactful insights to management, investors and/or auditors Strong strategic thinking and problem-solving skills 2-4 years relevant experience in Credit Analytics, preferably in the India Fintech industry Enthusiasm for working across cultures, functions and time zones

Responsibilities Build and maintain a user level valuations model to inform future product and marketing decisions and analyze drivers of profitability Monitor and update credit policy to optimize for company risk, profitability, and growth targets Propose data driven product changes to improve customer experience and company profitability. Partner with product and engineering teams to implement your solution into production Monitor the company portfolio to identify trends, and lead weekly credit committee meeting to share performance updates and analysis Conduct ad-hoc analysis to identify underlying explanations for changes in portfolio performance, develop data-driven solutions, and evaluate expected portfolio impacts Collaborate with data science, product, and engineering to propose hypothesis testing to improve risk and profitability Develop statistical models to assist in pricing and user segmentation for capital markets transactions and financial data analysis Support the marketing and product team with their data needs QualificationsFluency in SQL and R/Python Previous experience in analytics and/or quantitative modeling, using large datasets Experience analyzing, visualizing and communicating impactful insights to management, investors and/or auditorsStrong strategic thinking and problem-solving skills 2-4 years relevant experience in Credit Analytics, preferably in the India Fintech industry Enthusiasm for working across cultures, functions and time zones

We’re hiring a Quant Developer with 1+ years of experience in Python, trading systems, machine learning, and financial markets. Must have skills in MongoDB, Redis, APIs, Websockets, SSH tunneling & cloud computing. Good to have Stock market knowledge

Your Impact We are looking for a professional with quantitative skills to join the Emerging Markets Delta1 Trading Strat team to develop market making models to facilitate client flow and investment logic to manage the associated risk. The trading horizon of this activity is from intraday to weeks and requires understanding of quantitative modelling, client demand, macroeconomic environment and equities fundamentals. Global Markets Our core value is providing liquidity and building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers.We help our clients buy and sell financial products around the world. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a very motivated trading floor. Team Description The team is responsible for managing the quantitative aspects of EM ETF trading. We aim to solve for pricing, hedging, analytics using a data driven decision process and with a systematic and scalable approach. How You Will Fulfill Your Potential As a Delta1 Trading Strat, you will play an integral role in the business. You will work very closely with traders and liaise with different stakeholders. We run a flat structure, you will be exposed to the business from various angles, and you will be given lots of responsibility from day one. You will work on supporting and improving our pricing & risk management models. You will build a central risk book grounds up and improve execution stack thereby directly contribute to team PnL. Responsibilities & Qualifications Skills & Experience We're Looking For Qualifications Relevant market experience at a top sell-side/buy-side firm Quantitative background in computer science, electronic engineering, mathematics, physics, or another relevant field Advanced coding and software design skills Advanced knowledge of statistical analysis Ability to manage multiple stakeholders, demonstrating initiative and impact

You will help solve analytical problems across the organization and propose product and credit policy changes to improve company profitability. Specifically, you will monitor the portfolio, create a user valuations model, and propose new product and pricing strategies. Responsibilities: Build and maintain a user level valuations model to inform future product and marketing decisions and analyze drivers of profitability Monitor and update credit policy to optimize for company risk, profitability, and growth targets Propose data driven product changes to improve customer experience and company profitability. Partner with product and engineering teams to implement your solution into production. Monitor the company portfolio to identify trends, and lead weekly credit committee meeting to share performance updates and analysis Conduct ad-hoc analysis to identify underlying explanations for changes in portfolio performance, develop data-driven solutions, and evaluate expected portfolio impacts Collaborate with data science, product, and engineering to propose hypothesis testing to improve risk and profitability Develop statistical models to assist in pricing and user segmentation for capital markets transactions and financial data analysis Support the marketing and product team with their data needs. Qualifications - Fluency in SQL and R/Python. Previous experience in analytics and/or quantitative modeling, using large datasets Experience analyzing, visualizing and communicating impactful insights to management, investors and/or auditors Strong strategic thinking and problem-solving skills. 2-4 years relevant experience in Credit Analytics, preferably in the India Fintech industry. Enthusiasm for working across cultures, functions and time zones.

You will help solve analytical problems across the organization and propose product and credit policy changes to improve company profitability. Specifically, you will monitor the portfolio, create a user valuations model, and propose new product and pricing strategies. Responsibilities Build and maintain a user level valuations model to inform future product and marketing decisions and analyze drivers of profitability Monitor and update credit policy to optimize for company risk, profitability, and growth targetsPropose data driven product changes to improve customer experience and company profitability. Partner with product and engineering teams to implement your solution into production Monitor the company portfolio to identify trends, and lead weekly credit committee meeting to share performance updates and analysis Conduct ad-hoc analysis to identify underlying explanations for changes in portfolio performance, develop data-driven solutions, and evaluate expected portfolio impacts Collaborate with data science, product, and engineering to propose hypothesis testing to improve risk and profitability Develop statistical models to assist in pricing and user segmentation for capital markets transactions and financial data analysis Support the marketing and product team with their data needs Qualifications Fluency in SQL and R/Python Previous experience in analytics and/or quantitative modeling, using large datasets Experience analyzing, visualizing and communicating impactful insights to management, investors and/or auditors Strong strategic thinking and problem-solving skills 2-4 years relevant experience in Credit Analytics, preferably in the India Fintech industry Enthusiasm for working across cultures, functions and time zones

As a member of the Internal Audit Model Risk team, you will be responsible for the execution of audits related to model risk management . This requires effective time management and adherence to the department's internal audit methodology. You will support the project manager in defining and executing the audit scope through walkthroughs and discussions with various modeling and model validation teams. Furthermore, you will present and discuss audit findings with both local and global management within the firm. Specific Responsibilities Develop and maintain an in-depth technical knowledge of modeling encompassing both theory and coding. Critically review models , including their conceptual soundness, documentation, code implementation accuracy, and independent validation. Conduct meetings with stakeholders , including modelers and model validators. Execute risk-focused audits of modeling and model risk management. Engage in continuous monitoring of modeling and model risk areas. Communicate modeling problems and issues to senior management. Basic Qualifications Advanced Degree (preferably Master's) in a quantitative discipline (Math, Statistics, Economics, Physics, Engineering, Computer Science). 2-5 years of experience in model development, independent model validation, or model risk audit . Model risk management knowledge , including model risk governance, model development, implementation, testing and change management, and model validation. Team-oriented with a strong sense of ownership and accountability . Strong leadership, interpersonal, and relationship management skills . Strong verbal and written communication skills and presentation skills (PowerPoint, Visio, etc.). Highly motivated with the ability to multi-task and remain organized in a fast-paced environment. Preferred Qualifications Experience within the financial services industry is a plus . Knowledge of financial modeling concepts , including (any combination): Options pricing, credit default, structured products, econometrics, stress scenario creation. Any combination of risk management disciplines: credit risk, market risk, operational risk, funding/liquidity risk. Programming experience in quantitative and object-oriented languages .

Perform validation and approval of the firm's models by verifying conceptual soundness, methodology, and implementation, and by identifying limitations and uncertainties Assess and quantify model risk by developing alternative benchmark models Oversee monitoring of ongoing model performance Communicate validation outcomes to key stakeholders and management SKILLS AND RELEVANT EXPERIENCE Excellent quantitative problem solving skills Experience in stochastic modeling, numerical simulation, and data analysis Machine learning knowledge Good communication skills with the ability to explain complex problems in a simple way Eagerness and ability to learn new technologies and programming languages Excellent organizational skills Team orientation and ability to work in a fast paced environment

Were a team of specialists charged with managing the firm s funding, liquidity, capital and relationships with creditors and regulators. Corporate Treasury manages the firm s financial resources and minimizes interest expense through liability planning, asset liability management, and liquidity portfolio yield enhancement. The division is ideal for collaborative individuals who have strong quantitative analysis skills and risk management capabilities since Treasury actively manages the firm s financial resources which are constantly changing due to business activity, markets, risk appetite, regulations and other factors. OUR IMPACT Corporate Treasury plays a central role in the firm s overall strategy with responsibility for providing appropriate funding to support all firmwide activity while maximizing net interest income. The division raises funding and capital via public and private markets, allocates financial resources to facilitate client activity/ strategic initiatives, and dynamically manages the firm s asset-liability risk and liquidity portfolio. Corporate Treasury actively engages with public and private capital markets, ratings agencies, regulatory agencies, and internally with the firm s business lines. YOUR IMPACT Professionals in Corporate Treasury have an analytical mind set, exhibit intellectual curiosity and are from diverse academic backgrounds. We re looking for candidates who will thrive in a dynamic environment where attention-to-detail, multitasking and time management skills are essential. The division is ideal for collaborative individuals with strong quantitative skills, intellectual curiosity, and a commercial yet risk-conscious mindset. Working in the Corporate Treasury division, you will have exposure to all aspects of the firm, including new business activities and critical strategic programs. Strong communication and interpersonal skills are necessary to work successfully with internal and external stakeholders including leadership of the firm s business lines, its creditors, regulators and external counterparties. BUSINESS UNIT OVERVIEW Within Corporate Treasury, Resource Analytics (RA) is a unique opportunity for individuals at all levels to directly contribute to the development and execution of the firm s resource management strategy. Working closely with the Global Treasurer and other members of senior management, RA model and analyse the firm s balance sheet and funding plan across a range of market scenarios and time horizons. The team seeks to support the firm in optimizing its funding mix in a controlled, risk-conscious manner whilst supporting overall firm strategy. A key element to successfully executing this role is the development of meaningful partnerships with internal stakeholders within Corporate Treasury as well as business and Federation groups. JOB SUMMARY AND RESPONSBILITIES Develop and iteratively optimize the firm s funding liability strategy, considering cost, channel diversification, maturity concentration, and impact to key liquidity and capital metrics across baseline and designed stress scenarios Build and develop models, tools and analytical frameworks to enhance decision-making capabilities Conduct scenario analysis to help inform marginal liability management and resource allocation decisions based on liquidity availability, marginal costs, return profile, and franchise benefits Create presentations for discussion with the Board of Directors, senior management, regulators and other key stakeholders BASIC QUALIFICATIONS Highly-motivated, detail-oriented self-starter who is comfortable operating in a fast-paced environment and balancing multiple priorities Excellent analytical skills, with ability to formulate problems, test hypotheses, and condense complex problems into plain language Experience managing and interpreting large amounts of data, and analyzing the output to identify trends and present solutions through business intelligence tools such as Tableau Functional understanding of financial institution financial reports, Bank Holding Company (BHC) and subsidiary liquidity and capital requirements such as the LCR, NSFR, and G-SIB surcharge Strong written and oral communication skills with ability to produce polished presentation materials for senior executives Strong teamwork and interpersonal skills to collaborate with global team members across time zones PREFERRED QUALIFICATIONS Experience working in Consulting, Treasury or another finance-related function in a corporate or major financial institution Exposure to banking funding products, capital or money markets a plus Experience with Business Intelligence toolkits, such as tableau, aqua studio (SQL) or Jupyter notebook (Python)

In this role, you will be provided unique insight into the firm's business activities and asset strategy. You will be responsible for defining, developing models to optimize liquidity, build metric calculators, automated tools to help business get insights into data, predict scenarios and perform better decision making to reduce interest expense for the firm. This front to back model gives the quantitative developer a window into all aspects of CT planning and execution while working on cutting edge industrial technologies. Job Duties Work as a Quantitative strategist to build, enhance and analyze mathematical models designed to optimize liquidity usage in the firm. Build quantitative tools to attribute, explain and perform scenario analyses on various liquidity metrics. Write model documents and execute model validation process in accordance with firm policy for quantitative models. Collaborate with non-engineers to explain model behavior. Basic Qualifications Bachelor's degree Strong analytical skills to perform complex functional and technical analyses Strong communication skills Prior Experience Must Include: 3+ years in Developing mathematical models in one of the following: Python, C++ or Java Maintaining a production code base and daily production processes. Preparing and submitting technical documents to support the validation of mathematical models. Working with techniques of optimization, statistical analysis, including parameter estimation.

Quantitative Strategists Quantitative strategists work in close collaboration with bankers, traders, and portfolio managers on complex financial and technical challenges. We work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and more. The strats platform is designed for people to express themselves by providing creative solutions to business problems. Strats own analytics, models for pricing, return and risk, as we'll as portfolio management platform. Responsibilities As a quantitative strategist your responsibilities will include Working with revenue-generating businesses to solve a broad range of problems, including quantitative strategy development, quantitative modelling, portfolio construction, portfolio optimization, infrastructure development and implementation, financial product and markets analytics Develop quantitative analytics and signals using advanced statistical, quantitative, or econometric techniques to improve portfolio construction process and implement fund management models to track longer term portfolio performance Develop sustainable production systems, which can evolve and adapt to changes in our fast-paced, global business environment Provide quantitative analytics to optimize investment structure, pricing, returns and capital sourcing Partner globally across multiple divisions and engineering teams to create quantitative modeling-based solutions Prioritize across competing problems, communicate with key stakeholders Basic Qualifications Bachelors / masters degree in a quantitative discipline with quantitative analytics/ research, financial modeling experience Strong understanding of mathematical concepts including probability and statistics, time series analysis, regression analysis, forecasting, optimization, machine learning, regression analysis, and other numerical techniques Strong fundamentals in design and analysis of algorithms, data structures Ability to implement coding solutions to quantitative problems, experience in developing finance and statistics-based applications and proficiency in at least one programming language such as Slang, Python, C, C++ Strong written, oral communication skills and ability to work in a team environment Ability to multi-task and prioritize work effectively Passion and self-motivation to deliver technology solutions in a dynamic business environment

Market Risk Strats group in Risk Engineering is a multidisciplinary group of quantitative experts focusing on market risk and capital models. The group is responsible for designing, implementing and maintaining quantitative measures of market risk such as Value at Risk(VaR), Stress Tests, as well as metrics used to determine the firm's capital requirements. The responsibilities of Market Risk Strat include: Develop, implement, and maintain quantitative measures of market risk (Risk Models) such as VaR, Stress Test and Capital models in order to assess the market risk of the Firm's businesses. Work on large datasets to extract useful insights on firm's risks Evaluate new capital regulations, including the Fundamental Review of the Trading Book (FRTB) and facilitate the understanding of their impact on the Firm's market risk capital. Coordinate across multiple continents and multiple groups, including traders, strats, technology and controllers to implement the new capital regulations. Communicate clearly about complex mathematical concepts with internal and external stakeholders such as risk managers, market making businesses, senior management and regulators. Perform quantitative analysis and facilitate understanding of the market risk for a variety of financial derivatives, including exotic products. Provide supervision and quantitative / technical guidance to more junior risk management professionals. In performing the job function, an associate in Market Risk Strat will have the following opportunities: Broad exposure to pricing, risk and capital models for a variety of financial products Exposure to challenging quantitative problems such as modeling market risk for derivatives, large scale Monte Carlo simulations of complete portfolios across the firm, and fast approximation of market risk measurements. Development of quantitative and programming skills as well as product and market knowledge. Work in a dynamic teamwork environment. Basic Qualifications: Bachelor's Degree in a relevant field: Mathematics, Finance, Computer Science, Physics, Engineering Strong quantitative skills and programming skills Good knowledge of statistics, econometric modeling and probability theory. Strong written and verbal communication skills ability to explain complex quantitative concepts to a non-technical audience. Preferred Qualifications: Competence in data science, stochastic processes, and advanced mathematics Experience working with large data sets Knowledge of more than one financial asset class

The group's primary mandate is to manage risk that arises from models used in the firm through its range of businesses from models used for derivatives valuation to models used for risk management, liquidity and capital computations. In addition to independently reviewing these classes of models for their validity, theoretical consistency and implementation accuracy, the group is also responsible to assess the risk associated with model choice, e.g., exposure to choice of model in various contexts such as pricing exotic options or in calculating capital. The analysis and reporting team is a new function within the MRM group that is responsible for analyzing, monitoring and reporting on model risk for the firm. The group works collaboratively with the model validation team to understand and communicate results of model validation activities, changes in model risk and other model-related issues to key stakeholders and management. WHAT WE LOOK FOR This business is ideal for collaborative individuals who have strong ethics and attention to detail. Whether assessing the creditworthiness of the firm's counterparties, monitoring market risks associated with trading activities, or offering analytical and regulatory compliance support, our work contributes directly to the firm's success. The MRM group looks for people with strong quantitative and technical backgrounds and a strong interest in financial markets. We seek bright and dynamic individuals with a degree in quantitative fields such as math, physics, engineering, computer science, or financial engineering. RESPONSIBILITIES Perform validation and approval of the firm's models by verifying conceptual soundness, methodology, and implementation, and by identifying limitations and uncertainties Assess and quantify model risk by developing alternative benchmark models Oversee monitoring of ongoing model performance Communicate validation outcomes to key stakeholders and management SKILLS AND RELEVANT EXPERIENCE Excellent quantitative problem solving skills Experience in stochastic modeling, numerical simulation, and data analysis Machine learning knowledge Good communication skills with the ability to explain complex problems in a simple way Eagerness and ability to learn new technologies and programming languages Excellent organizational skills Team orientation and ability to work in a fast paced environment

Summary: We are seeking a motivated and experienced individual to join the HCM Strategy team as a Vice President in Digital Strategy & Automation. The HCM Strategy team manages transformational initiatives enhancing our employee experience, driving quantifiable automation benefits, and promoting resiliency to serve our stakeholders within HCM and across the firm. Your role as a Vice President within this team requires a blend of strategic thinking, technical expertise, analytical abilities, and exceptional leadership qualities to drive business intelligence, automation, and AI initiatives across all functions of Human Capital Management. This role is pivotal in driving digital transformation and enhancing operational efficiency within Human Capital Management. The ideal candidate will have 5-7 years of experience in business intelligence, automation, data analytics, and AI. They will demonstrate a proven record to drive to impactful solutions and support organizational change through digital strategy and task automation. Responsibilities: Business Intelligence and Automation: Lead the development and deployment of business intelligence applications, ensuring alignment with strategic business objectives. Synthesize complex analysis results into actionable insights and recommendations, influencing strategic business decisions. Proactively identify, analyze, and resolve complex systems and algorithm performance trends or issues, developing mitigation strategies. AI and Data Science: Develop and implement AI-driven solutions to enhance business processes and decision-making. Utilize data science methodologies to analyze large datasets and generate predictive models. Collaborate with data scientists and engineers to integrate AI solutions into existing systems. Stay updated on emerging AI and data science trends and technologies, incorporating best practices. Project Management: Oversee project planning, execution, and reporting, ensuring adherence to the project lifecycle. Manage risks and dependencies proactively, ensuring successful adoption of automation products. Mentor and guide other solution experts and advisors, fostering a collaborative environment and promoting knowledge sharing. Innovation and Strategy: Champion the incubation of new low-code applications, identifying opportunities for innovation and driving adoption. Lead complex data analysis and exploratory data analysis initiatives, ensuring adherence to best practices. Collaborate strategically with Engineering to ensure automation solutions align with the firm's technology architecture strategy. Stakeholder Engagement: Lead and manage stakeholder engagements, identifying and cultivating new low-code opportunities. Actively seek out and evaluate information and opportunities from internal and external sources, incorporating best practices. Qualifications: Basic Qualifications: Bachelor's degree or equivalent in Science, Technology, Engineering, or Mathematics. 5-7 years of experience in business intelligence, automation, and data analytics. Proficiency in digital strategy, business intelligence, automation, and artificial intelligence methodologies. Relevant experience in Consumer, Financial, Social Media, Tech, or FinTech sectors. Strong problem-solving and analytical skills. Excellent written and verbal communication skills. Ability to work independently and as part of a team. Knowledge of data-related emerging trends and issues, including financial regulation. Preferred Qualifications: Solution Delivery Experience with implementing according to solution delivery frameworks such as Agile, Sig Sigma, Waterfall, etc. Able to contextualize analysis in Confluence, JIRA, MS applications etc Business Intelligence Working knowledge of analytics applications (i.e Alteryx, Tableau, Qlik, Power BI) Working knowledge of workflow applications (e.g. MS Power Platform, Appian, unqork, ServiceNow) Working knowledge of database tools (e.g. Mongo DB, Snowflake, Elastic, MS SQL) Artificial Intelligence Working knowledge of artificial intelligence programming languages (e.g. Python, R) Working knowledge of artificial intelligence computational packages (e.g. PyCharm, Scikit-Learn) Working knowledge of artificial intelligence platforms including robotics (e.g. Automation Anywhere, Anaconda, GitHub/Lab, Jupyter Hub, UiPath)

Quantitative strategists work in close collaboration with bankers, traders, and portfolio managers on complex financial and technical challenges. We work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and more. The strats platform is designed for people to express themselves by providing creative solutions to business problems. Strats own analytics, models for pricing, return and risk, as well as portfolio management platform. Responsibilities As a quantitative strategist your responsibilities will include Working with revenue-generating businesses to solve a broad range of problems, including quantitative strategy development, quantitative modelling, portfolio construction, portfolio optimization, infrastructure development and implementation, financial product and markets analytics Develop quantitative analytics and signals using advanced statistical, quantitative, or econometric techniques to improve portfolio construction process and implement fund management models to track longer term portfolio performance Develop sustainable production systems, which can evolve and adapt to changes in our fast-paced, global business environment Provide quantitative analytics to optimize investment structure, pricing, returns and capital sourcing Partner globally across multiple divisions and engineering teams to create quantitative modeling-based solutions Prioritize across competing problems, communicate with key stakeholders Basic Qualifications Bachelor's / master's degree in a quantitative discipline with quantitative analytics/ research, financial modeling experience Strong understanding of mathematical concepts including probability and statistics, time series analysis, regression analysis, forecasting, optimization, machine learning, regression analysis, and other numerical techniques Strong fundamentals in design and analysis of algorithms, data structures Ability to implement coding solutions to quantitative problems, experience in developing finance and statistics-based applications and proficiency in at least one programming language such as Slang, Python, C, C++ Strong written, oral communication skills and ability to work in a team environment Ability to multi-task and prioritize work effectively Passion and self-motivation to deliver technology solutions in a dynamic business environment goldmansachs.com/careers