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 · Senior Quantitative Strategist / Developer, Vice President

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As a Senior Quantitative Strategist/Developer in our established quantitative strategies group with over two decades of experience, you will lead the development and implementation of advanced quantitative models for portfolio and equity optimization. You will design scalable cloud-native architecture solutions on AWS, apply sophisticated mathematical techniques like Monte Carlo simulations and AI/ML to validate models and develop strategies, and integrate direct indexing and loss harvesting methods to enhance client returns. Your responsibilities include driving the full software development lifecycle from prototyping to production deployment while collaborating closely with investment strategists and portfolio managers to ensure robust and scalable solutions aligned with real-world workflows. Ideal candidates have a Master's degree or Ph.D., 10+ years of experience in financial services, expertise in Python/Scala/C++, cloud platforms like AWS, SQL, Linux, Git, and modern SDLC practices, and a deep understanding of quantitative methods including portfolio optimization and equity strategy design.

Skills

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

What you'll do

Lead development of advanced quantitative models for portfolio and equity optimization.
Design and maintain scalable cloud-native architecture solutions on AWS.
Apply mathematical techniques like Monte Carlo simulations to validate models.
Develop strategies for direct indexing and loss harvesting to enhance client returns.
Drive full software development lifecycle from prototyping to production deployment.

What we're looking for

Over 10 years of experience in quantitative roles within financial services.
Expert-level programming skills in Python, Scala, or C++.
Extensive experience with AWS cloud platforms for scalable systems development.
Strong expertise in portfolio optimization and equity strategy design.
Proficiency in advanced quantitative methods including Monte Carlo simulations.
Proven experience in direct indexing and loss harvesting strategies.
Excellent analytical and problem-solving abilities for complex financial issues.