Job Duties: Associate, External Product Specialists with Goldman Sachs & Co. LLC in New York, New York. Design, develop, and maintain complex financial mathematical models that are customized to our clients’ specific situations utilizing advanced statistical and optimization methods (regression analysis, machine learning, factor models, Monte-Carlo methods, convex optimization). Serve as risk modeler for the purpose of model validation with Model Risk Management (including model validation, governance, and continuous model enhancements). Create highly customized analyses for clients considering their specific situation, asset allocation, and preferences. Guide business reporting for the wider team by designing and compiling appropriate performance metrics and communicating the results to senior stakeholders. Develop customized case studies using advanced quantitative financial and mathematical methods. Create tools for effectively monitoring portfolios and risk management of concentrated positions of equities. Work with the firm’s advisors and clients to deliver results of the analyses and communicate results of complex models using a business appropriate language based on the clients’ varying technical backgrounds. Coordinate with internal and external stakeholders to ensure high business and regulatory standards of the content created by the team.

Job Requirements: Master’s degree (U.S. or foreign equivalent) in Mathematics, Financial Mathematics, Quantitative & Computational Finance, or related field and one (1) year of experience in job offered or related role or Bachelor’s degree (U.S. or foreign equivalent) in Mathematics, Financial Mathematics, Quantitative & Computational Finance, or related field and three (3) years of experience in job offered or related role. Prior employment must include one (1) year of experience (with a Master’s) OR three (3) years of experience (with a Bachelor’s) with: full stack model development including data acquisition, ETL, model implementation, and reporting using scripting languages including Python; quantitative methods including stochastic modeling, numerical optimization, and statistical theory, to select the appropriate methodologies for varying financial problem sets; model Risk Management frameworks including model documentation standards, back-testing methodologies, and sensitivity analysis; coordinating and communicating with cross-functional stakeholders, such as Technology, Risk, Compliance, to ensure adherence to established delivery standards; translating business requirements into the model language and aligning model specifications with the defined business standards; and explaining mathematical models in a language appropriate for client audience.

Salary Range: Annual base salary for this New York, New York-based position is $113,000 - $187,000.

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