Associate, Quantitative Engineering

Goldman Sachs

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Work type: On-site
Location: Dallas, TX
Posted: 1 day ago
Nearby: 99+ roles within 25 mi

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How this pay compares to similar roles

Similar $159k

$113k most similar roles pay here $199k

This listing doesn't post a salary. Most similar roles pay $131,187–$186,637.

Based on 240 similar postings.

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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 · Associate, Quantitative Engineering

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As an Associate in Quantitative Engineering at Goldman Sachs in Dallas, you will join a dynamic team focused on developing and refining economic and financial scenarios for various business units within the firm. Your day-to-day responsibilities include leveraging your expertise in financial markets, economics, and statistical analysis to create sophisticated models that utilize principles such as stochastic calculus and no-arbitrage pricing theory. You will also develop robust data management tools and perform risk assessments using advanced quantitative techniques like Bayesian analysis and machine learning algorithms. The role requires proficiency in programming languages such as C++, Java, or Python, along with a strong background in financial mathematics, econometrics, and optimization methods to support the firm’s investment processes at scale.

Skills

Python Java C++ Bayesian analysis Time series analysis Machine learning algorithms Stochastic calculus No-arbitrage pricing theory Partial differential equations Multivariable calculus Linear algebra Numerical methods Optimization Probability Random processes Risk management Scenario-based analysis Quantitative risk analytics Factor models Data management tools Linear Regression

What you'll do

Develop and document economic and financial scenarios for various business units.
Implement and refine scenarios using knowledge in financial markets, economics, and current events.
Utilize statistical analysis and programming to enhance scenario development processes.
Create probability and pricing models based on financial mathematics principles.
Perform risk management and scenario-based analyses to support decision-making.
Develop quantitative risk analytics tools for rigorous data management and oversight.

What we're looking for

Master’s degree in a quantitative field and 1 year of experience, or Bachelor’s degree and 2 years of experience.
Experience with C++, Java, or Python for developing financial models.
Proficiency in financial mathematics principles including stochastic calculus and no-arbitrage pricing theory.
Expertise in advanced econometric techniques such as Bayesian analysis and machine learning algorithms.
Capability to perform risk management and scenario-based analysis using quantitative methods.
Development of rigorous data management tools for risk oversight and investment support.
Skills in statistics and performance analysis, including linear regression and time series analysis.

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Salt Lake City, UT 1 day ago

Python C++ Java Bayesian analysis Time series analysis Machine learning algorithms Stochastic calculus No-arbitrage pricing theory Partial differential equations Multivariable calculus Linear algebra Numerical methods Optimization Probability Random processes Risk management Scenario-based analysis Quantitative risk analytics Factor models Data management Data analysis Linear Regression

Save