31 Quantitative Modeling Jobs - Page 2

Our quantitative strategists are at the cutting edge of our business and solve real-world problems through a variety of analytical methods. As a member of our team, you will utilize your training in mathematics, programming, and logical thinking to build quantitative models that drive success in our business. Your problem-solving talents and aptitude for innovation will help define your contributions and enable you to find solutions to a broad range of problems, in a dynamic, fast-paced environment. Responsibilities As a strategist on our team, you will work closely with the Risk Managers, Goldman Sachs Private Bank, our global deposits and lending business serving ultra-high-net-worth clients. Your quantitative and software skills will be essential in developing new analytics, tools and models to help the Private Bank manage risk and optimize profitability. You will combine quantitative techniques and industry knowledge to build best in class models and tools that streamline risk management, detect fraud at scale, enable optimized data-driven business decision making, and optimize profitability. Areas and examples for how strategists contribute to the success of the Private Bank include Product pricing: Streamline and improve how lenders set rates across its portfolio of products, using financial return-on-equity models Funding optimization: Design quantitative models to help understand and realize the value of the bank's non-maturity deposits business for internal funding Risk Management: Develop quantitative models and tools to manage the private bank's risk, such as developing a rate-sensitive prepayment model to improve hedging of the bank's mortgage portfolio, and develop tools for counterparty credit risk management. Scenario analysis: Build models to project the impact of various stress scenarios on the balance sheet and protect the bank by informing the firm's capital adequacy under stress About Goldman Sachs PWM Across Wealth Management, Goldman Sachs helps empower clients and customers around the world to reach their financial goals. Our advisor-led wealth management businesses provide financial planning, investment management, banking, and comprehensive advice to a wide range of clients, including ultra-high net worth and high net worth individuals, as well as family offices, foundations and endowments, and corporations and their employees. Our consumer business provides digital solutions for customers to better spend, borrow, invest, and save. Across Wealth Management, our growth is driven by a relentless focus on our people, our clients and customers, and leading-edge technology, data, and design. Basic Qualifications Bachelor, Masters, or Ph.D. in a quantitative or engineering field, e.g. mathematics, physics, quantitative finance, computational finance, computer science, engineering 3+ years of experience in the job offered or related quantitative financial modelling and software development positions Programming and mathematical skills are required Creativity, problem-solving skills, and ability to communicate complex ideas to a variety of audiences A self-starter, should have ability to work independently as well as thrive in a team environment Preferred Qualifications Previous work experience in: Utilizing statistical methods, including time-series and regression analysis; programming in object-oriented languages for efficient model implementations; manipulating data sets using relational databases and SQL

Liquidityand PrimeRisk Strats use their engineering and mathematical background to identify and measure risk and to implement quantitative and technical risk modelling solutions. Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. As a part of the team, you will work with our key business partners and understand financial markets to quantify the firm's liquidity risk. You will also focus on developing quantitative models & scalable architecture. RESPONSIBILITIES Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical/statistical/engineering approaches Perform quantitative analysis and facilitate understanding of a variety of financial instruments, including secured funding transactions, collateral firm and client inventory, and loans and commitments Quantify and monitor measures of risk in different areas across the firm, such as prime brokerage, synthetic trading, and repo trading Work alongside revenue generating functions and corporate treasury to implement the liquidity regulatory requirements Communicate clearly complex mathematical concepts with internal and external stakeholders such as risk managers, senior management and regulators. Updating and maintaining risk models along with business growth and risk environment changes Developing and maintaining large scale risk infrastructures/systems in a compiled or scripting language QUALIFICATIONS At least 7 years of prior experience in the financial industry, preferably in Capital Markets, Risk or Treasury functions Strong quantitative skills with an advanced degree in Mathematics, Physics, Engineering or other highly quantitative discipline Strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python) Strong written and verbal communication skills ability to explain complex quantitative concepts to a non-technical audience Strong analytical and problem solving skills using math, statistics, and programming Demonstrated ability to learn technologies and apply Familiarity with financial markets, financial assets and liquidity risk management practices is a plus

Risk Engineering is a multidisciplinary group of quantitative experts who are the authoritative producers of independent risk & capital metrics for the firm. Risk Engineering is responsible for modeling, producing, reviewing, interpreting, explaining and communicating risk & capital metrics and analytics used to ensure the firm adheres to its Risk Appetite and maintains the appropriate amount of Risk Capital. Risk Engineering provides risk & capital metrics, analytics and insights to the Chief Risk Officer, senior management, regulators, and other firm stakeholders. Role Responsibilities A&R delivers critical regulatory and risk metrics & analytics across risk domains (market, credit, liquidity, operational, capital) and firm activities via regular reporting, customized risk analysis, systematically generated risk reporting and risk tools?. A&R has a unique vantage point in the firm's risk data flows that, when coupled with a deep understanding of client and market activities, allows it to build scalable workflows, processes and procedures to deliver actionable risk insights?. The following are core responsibilities for A&R: Delivering regular and reliable risk metrics, analytics & insights based on deep understanding of the firm's businesses and its client activities. Building robust, systematic & efficient workflows, processes and procedures around the production of risk analytics? for financial & non-financial risk, risk capital and regulatory reporting. Attesting to the quality, timeliness and completeness of the underlying data used to produce these analytics?. Qualifications, Skills & Aptitude Eligible candidates are preferred to have the following: Masters or Bachelors degree in a quantitative discipline such as mathematics, physics, econometrics, computer science or engineering. Entrepreneurial, analytically creative, self-motivated and team-oriented. Excellent written, verbal and team-oriented communication skills. Experience with programming for extract transform load (ETL) operations and data analysis (including performance optimization) using languages such as, but not limited to, Python, Java, C++, SQL and R. Experience in developing data visualization and business intelligence solutions using tools such as, but not limited to, Tableau, Alteryx, PowerBI, and front-end technologies and languages. Working knowledge of the financial industry, markets and products and associated non-financial risk. Working knowledge of mathematics including statistics, time series analysis and numerical algorithms. 3-5 years of financial or non-financial risk industry experience.

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

At Goldman Sachs, we connect people, capital and ideas to help solve problems for our clients. We are a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, our invaluable quantitative perspectives on complex financial and technical challenges power the business decisions. Within SPG, our team is responsible for utilizing modern and sophisticated quantitative techniques to enhance and further develop custom basket offering. This includes applyingquantitative analysis for creation of custom baskets along withautomation of our quoting, hedging and risk management activities. Your Impact You'll be part of a diverse and talented team, applying your advanced scientific training to tackle new and exciting problems within ourSynthetic trading business. Role Responsibilities Develop and maintain quantitative analytical tools for SPG Custom baskets business Developmentof robust quoting and pricing infra Identify opportunity to improve sales and trading efficiency through automation and tooling Scale the business by increasing automated risk management for exposures to Equity, FX etc Collaborate closely withthe trading team to ensure daily accurate risk management Form strong partnerships with trading, sales, quants, operations and engineering teams Who We Look For An ideal candidate would have strong quantitative and technical problem solving skills, drive to investigate and learn new ideas, and good judgement to deliver quick yet robust solutions. Basic Qualifications Strong academic background in a relevant field Mathematics, engineering, computer science, or economics background, including a quantitative understanding of statistics and probability Strong programming skills in a modern programming language (C++, Python, Java or equivalent language) and familiarity with object-oriented design principles Ability to work as a member of a global team and deliver results quickly Strong interpersonal/communication skills Ability to focus both on details and on the big picture Ability to work in a dynamic and fast- paced environment and deliver accurate results quickly Ability to solve problems and to explain underlying ideas Preferred Qualifications Knowledge and understanding of financial markets, financial modeling, a quantitative understanding of probability

Our quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with bankers, traders and portfolio managers across the firm, their invaluable quantitative perspectives on complex financial and technical challenges power our business decisions. As a member of our team, you will use your advanced training in mathematics, programming and logical thinking to construct quantitative models that drive our success in global financial markets. Your talents for research, analysis and aptitude for innovation will define your contributions and enable you to find solutions to a broad range of problems, in a dynamic, fast-paced environment. Whatever your background, you will bring a fresh perspective and unique skillset to our business. In return, you will be trained by our experts across the firm to navigate the complexities of the financial markets and state-of-the-art methods in quantitative finance. An ordinary day is anything but. You may work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and more. Whichever your area of contribution, your ideas will have measurable effect on our business and for our clients. DIVISIONS AND JOB FUNCTIONS BASIC QUALIFICATIONS 1 - 5 years of work experience Work experience in data analysis is preferable Basic fixed income& bond mathematics knowledge is preferable Work experience in development of models for bespoke financial products is preferable Bachelor or Masters in applicable field e.g. computer science, mathematics, physics, engineering, computational finance, quantitative finance MORE ABOUT THIS JOB Please note division and function examples are representative of opportunities common for this skill-set. The list is not exhaustive, and availability of open roles is determined based on business need. Specific roles will be confirmed through the interview process. RESPONSIBILITIES Through a variety of innovative investment solutions, we aim to deliver advice and identify opportunities that shape clients portfolios and long-term investment goals. Investing activities range from implementing investment ideas to monitoring portfolio positions. Clients are at the center of what we do and they require a team behind them that has a passion for investing, risk management experience and ability to understand unique clients needs.