Senior Quantitative Strategist, Global Banking & Markets, Marquee Portfolio Analytics

Goldman Sachs

Confirmed live today High trust

Quick summary

Work type
On-site
Location
New York, NY
Salary
$150,000–$300,000 / yr
Posted
2 days ago
Freshness
Confirmed live today

Market check

Salary context

Above market

How this pay compares to similar roles

Similar $173k
This role $225k
$113k most similar roles pay here $320k

This role pays more than 84% of similar roles. Most pay $132,687–$212,500 — the shaded band above. At the midpoint, this role pays about $225k versus about $173k for comparable roles.

Based on 240 similar postings.

Employer

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 91 open roles on FindRole.

Listed pay typically runs $130,000–$250,000 across 37 roles with salary data.

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At a glance

TL;DR · Senior Quantitative Strategist, Global Banking & Markets, Marquee Portfolio Analytics

Senior Quantitative Strategist, Global Banking & Markets, Marquee Portfolio Analytics will join the Portfolio Analytics team to lead the quantitative design and development of Marquee’s portfolio capabilities. This role involves designing and scaling complex quantitative frameworks for factor risk models, performance attribution, and advanced portfolio construction and optimization methods. The individual will build robust data models and real-time calculation environments while managing and mentoring a global team of engineers. Key responsibilities include translating client feedback into production features and ensuring system integrity through CI/CD and comprehensive testing. Required skills include expert proficiency in Python and Java, experience with large financial datasets, and advanced knowledge of equity markets. The role addresses the technical challenge of providing institutional clients and internal desks with sophisticated tools for risk management and performance analysis within a fast-moving market environment.

What you'll do

  • Design and implement complex quantitative frameworks for factor risk models and portfolio attribution.
  • Develop scalable data models and real-time calculation environments to support quantitative strategies.
  • Manage and mentor a global team of engineers across multiple regions and timezones.
  • Translate commercial opportunities and client feedback into robust production features with product teams.
  • Communicate complex quantitative ideas and technical architectures to senior stakeholders and institutional clients.
  • Champion modern engineering practices like CI/CD and automated testing to ensure system stability.
  • Build advanced portfolio construction and optimization methods for the Marquee platform.

What we're looking for

  • Master’s or PhD in a highly quantitative discipline such as Financial Engineering, Computer Science, Mathematics, Physics, Statistics, or a related field.
  • At least 5 years of experience in a quantitative research, quantitative engineering, or financial modeling role at a senior level.
  • Deep subject-matter expertise in financial markets, specifically regarding equity markets.
  • Advanced knowledge of factor risk modeling, portfolio attribution, and portfolio optimization techniques.
  • Expert-level proficiency in multiple programming languages, with Python and Java preferred.
  • Proven track record of managing, mentoring, and scaling engineering talent across global locations and timezones.
  • Exceptional interpersonal skills to communicate complex quantitative insights to senior stakeholders and institutional clients.
  • Experience with cloud infrastructure, distributed computing frameworks, and modern API design (preferred).

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