The Vice President of Quantitative Engineering at Goldman Sachs is responsible for collaborating with internal stakeholders to analyze user needs and address data and model issues. This role focuses on analyzing large data sets to build predictive models and developing electronic trading systems for interest rate products. The position also involves implementing data-driven algorithms to identify revenue opportunities and mentoring junior team members. The candidate will communicate with trading and sales teams on various requests and strategic directions.

• Bachelor’s degree in Mathematics, Computer Science, Financial Engineering, Applied Mathematics, or a related quantitative field.
• Four years of experience in the job offered or a related role.
• Experience with C++, Java, or Python.
• Experience developing automated quoting, risk management, hedging, and execution algorithms.
• Experience with quantitative analysis using advanced econometric, statistical, and mathematical techniques.
• Experience performing risk management or scenario-based analysis.
• Experience developing rigorous and scalable data management and analysis tools.
• Experience with statistics and data-driven performance analysis, including Linear Regression or Time Series Analysis.

• Collaborate with internal stakeholders to analyze user needs from a scenario design perspective.
• Analyze large data sets to build predictive models of business-relevant market variables.
• Lead the development, implementation, and documentation of scenarios comprised of economic and financial variables.
• Develop, maintain, and improve electronic trading systems for hedging interest rate products.
• Implement data-driven algorithms with statistical models across multiple interest rate products.
• Build and implement electronic trading algorithms using historical quantitative data.
• Communicate with line trading and sales on day-to-day issues and feature requests.
• 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.