Quantitative Engineering Associate

Goldman Sachs

Quick summary

Work type: On-site
Location: Salt Lake City, UT
Posted: 1 day ago
Nearby: 47 roles within 25 mi

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How this pay compares to similar roles

Similar $169k

$120k most similar roles pay here $215k

This listing doesn't post a salary. Most similar roles pay $131,744–$205,437.

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 · Quantitative Engineering Associate

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As an Associate in Quantitative Engineering at Goldman Sachs in Salt Lake City, you will join a dynamic team focused on developing and implementing complex economic and financial scenarios for various business units within the firm. Your day-to-day responsibilities include refining these scenarios using your expertise in financial markets, economics, and statistical analysis, as well as programming skills to create robust models that support decision-making processes. You will leverage advanced quantitative techniques such as stochastic calculus, machine learning algorithms, and Bayesian analysis to develop probability and pricing models, perform risk management analyses, and build scalable data management tools for comprehensive risk oversight. The role requires proficiency in languages like C++, Java, or Python, alongside a strong background in financial engineering, mathematical finance, applied mathematics, or related quantitative fields.

Skills

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

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 skills to enhance scenario development.
Develop probability and pricing models using advanced mathematical principles.
Perform risk management and scenario-based analyses to support decision-making.
Create quantitative risk analytics tools for rigorous data management and oversight.

What we're looking for

Master’s degree in a quantitative field with 1 year of experience or Bachelor’s degree with 2 years of experience.
Proficient in C++, Java, or Python for developing financial models and tools.
Experience in developing probability and pricing models using financial mathematics principles.
Expertise in quantitative analysis and model development with advanced econometric techniques.
Skilled in performing risk management and scenario-based analysis for financial products.
Developed rigorous data management and analysis tools to support investment processes.
Conducted statistics and data-driven performance analysis, including Linear Regression.

Similar roles

Associate, Quantitative Engineering

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Dallas, TX 1 day ago

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

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