The Vice President of Quantitative Engineering at Goldman Sachs will lead the development and implementation of complex financial scenarios. This role involves collaborating with internal stakeholders to analyze user needs and addressing various data and model issues. The position requires analyzing large datasets to build predictive models and improving risk models across multiple financial risks. Additionally, the role includes mentoring junior team members and maintaining technical documentation.

• Master's degree in a quantitative field and three years of experience in a related role, or a Bachelor's degree and five years of experience, or a Ph.D. and one year of experience.
• Experience with C++, Java, or Python.
• Knowledge of financial mathematics including stochastic calculus, no-arbitrage pricing theory, and multivariable calculus.
• Experience in market risk, credit risk, liquidity risk, or mathematical finance concepts.
• Proficiency in object-oriented programming and scripting languages.
• Experience implementing mathematical models in production-quality software.
• Familiarity with database query languages such as SQL or MongoDB.
• Ability to develop pricing models for financial products.

• Lead the development and documentation of financial scenarios.
• Collaborate with stakeholders to analyze user needs from a scenario design perspective.
• Analyze large datasets to build predictive models of market variables.
• Refine and improve scenarios using knowledge of financial markets and statistical analysis.
• Build and challenge risk models to identify vulnerabilities.
• Create and maintain technical documentation for risk-model performance testing.
• Mentor junior and mid-level team members.

• Employees at Goldman Sachs are often offered comprehensive benefits, including medical, dental, life and disability coverage, generous vacation and holidays, and robust wellness resources such as EAP counseling, medical advocacy, on-site/virtual health services, and fitness support. Financial perks typically include retirement savings programs, live financial education, education support, and wealth-creation opportunities through equity awards and select investment programs. Many locations also provide family benefits (childcare resources, parental and family leaves, adoption/surrogacy support) and flexible work options like part-time schedules, job sharing, telecommuting, and alternate hours.