Job Description

Goldman Sachs is seeking an experienced quantitative developer to lead the delivery of next-generation portfolio management tools and analytics within the Multi-Asset Solutions Group, focusing on customized portfolio solutions for institutional clients.

Requirements

Undergraduate or graduate degree in a quantitative discipline (e.g., computer science, mathematics, engineering, statistics, physics)
Working knowledge of statistics, linear algebra, numerical methods
Solid understanding of financial markets; hands-on experience across multiple asset classes and instruments strongly preferred (e.g., equities, rates, credit, FX, commodities, derivatives)
5+ years in financial services; buy-side exposure is a strong plus
Proven experience in building and operating production systems; strong command of at least one modern programming language (Python, Java/JavaScript, C++, etc), core data structures, algorithms, testing, and CI/CD
Prior use of open-source libraries and frameworks is a plus; willingness to learn new technologies and a demonstrated passion for using technology to solve real-world investment problems
Ability to translate investment and risk requirements into technical specifications; clear written and verbal communication with portfolio managers, engineers, and stakeholders
Demonstrated leadership in owning roadmaps, mentoring teammates, or managing small teams; managerial experience is highly valued
Hands-on experience with AI-assisted coding tools (e.g., code copilots, test-generation, refactoring assistants); strong desire to learn and responsibly adopt agentic AI tools and workflows to accelerate development lifecycle

Responsibilities

Lead the development of next-generation portfolio management tools and analytics
Architect and ship production systems
Translate investment and risk needs into robust analytics
Collaborate closely with portfolio managers and fellow strats to turn ideas into durable, client-facing outcomes