Quantitative Research Strats VP

As a strategist in GS Bank, you will play an integral role for the firm’s Investing and Lending business. You may create cutting-edge pricing models and empirical models to provide insight into market behavior, or develop a cross-asset type portfolio management system. You would be involved in analyzing market exposures and helping your desk with hedging and developing P&L projections. Throughout GS Bank, strategists use quantitative and technological techniques to solve complex business problems. The ideal candidate will have a good mix of solid math skills and programming ability.

We are seeking a strong quantitative candidate (VP/Associate level position) in the Urban Investment Group (UIG) Strats team. UIG is a fast growing principal investing and lending business in GS Bank whose transactions impact communities and help satisfy the Bank’s Community Reinvestment Act requirements. UIG’s invests and lends across 7 main products, many of which are highly structured. Additionally, UIG needs to be innovative in its responsiveness to community needs and as a result frequently seeks new activity approval. You have the opportunity to have a profound impact on Goldman Sachs Investing and Lending Sector system infrastructure. Working with some of the best investing and lending minds in the industry, you will learn about credit lending, equity investment, real estate investment and tax credits. Leveraging your programming skills and quant skills, you can help to transform this investing and lending business with highly efficient, modern portfolio management system infrastructure.

Additionally, you will directly facilitate UIG deploying the firm’s capital into impact investments and loans that benefit low and moderate income communities, focusing on affordable housing, neighborhood revitalization and small business growth. The business works closely with other areas of Goldman Sachs in sourcing, evaluating and structuring investment opportunities.

Primary Responsibilities

  • Develop and maintain risk/pricing models and risk infrastructure for UIG
  • Develop portfolio management tools to asset manage the wide variety of investment products
  • Develop analytics to project P&L and the impact of stress tests on the portfolio
  • Build analytics to optimize the capital deployment to help deal terms structure investments in a capital efficient manner

Basic Qualifications•Master’s degree in computer science, math, physics or engineering

  • Strong coding skills preferably with a working knowledge of Java, C++, Python or Scala.
  • Knowledge of SecDB/Slang is a plus
  • Financial knowledge in fixed income products
  • Strong verbal and written communication skills
  • Prior experience in a desk strat role for an investing/lending business will be a plus

Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. © The Goldman Sachs Group, Inc., 2015. All rights reserved.


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