About Goldman Sachs

Goldman Sachs is a leading global investment banking, securities, and investment management firm providing financial services to corporations, financial institutions, governments, and individuals.

Goldman Sachs currently has 187 open roles on FindRole.

Listed pay typically runs $130,000–$250,000 across 60 roles with salary data.

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At a glance

TL;DR · Quantitative Engineering Associate

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As a Quantitative Strategist / Quant Developer at our established and innovative quantitative strategies group in New York, you will play a critical role in developing and implementing advanced quantitative models and scalable architecture solutions that drive portfolio optimization and equity strategies. Your day-to-day responsibilities include designing cloud-native systems on AWS, applying statistical techniques like Monte Carlo simulations to validate models, and integrating tax-efficient strategies such as direct indexing and loss harvesting. You will also collaborate with investment strategists and portfolio managers to ensure robust and scalable analytical capabilities, while continuously improving our quantitative infrastructure through modern SDLC practices. This role requires a Master's degree or Ph.D. in a quantitative field, 3+ years of relevant experience, proficiency in Python, Scala, C++, and cloud platforms like AWS, as well as expertise in portfolio optimization, equity strategies, and risk management.

Skills

Python AWS Scala C++ Monte Carlo simulation SQL Linux Git CI/CD Portfolio optimization Equity strategy design Factor modeling Options & derivatives pricing Direct indexing Loss harvesting Structured products Risk management

What you'll do

Design and maintain scalable cloud-native architecture for quantitative analytics.
Apply advanced mathematical techniques to accelerate model validation and strategy development.
Develop tax-efficient strategies like direct indexing and loss harvesting for clients.
Drive the full software development lifecycle from prototyping to production deployment.
Integrate models and analytics with real-world investment workflows and teams.

What we're looking for

3+ years of experience in a quantitative role within financial services.
Master's degree or Ph.D. in a quantitative field such as Computational Finance, Physics, Mathematics, Computer Science, Operations Research.
Proficiency in Python / Scala / C++ and cloud platforms like AWS (Lambda, containers).
Strong understanding of quantitative methods including Monte Carlo simulation and portfolio optimization.
Experience with direct indexing, loss harvesting strategies, structured products, and risk management.
Excellent analytical skills and ability to conduct deep dives into complex financial problems.
Proven experience in developing and maintaining scalable, cloud-native architecture solutions.