Global Banking & Markets - New York - Vice President, Quantitative Engineering - 3937401 New Yo[...]

Global Banking & Markets - New York - Vice President, Quantitative Engineering Location: New York, NY, United States Job Duties Vice President, Quantitative Engineering with Goldman Sachs & Co. LLC in New York, New York. Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues. Analyze large data sets (structured and unstructured) to build predictive models of business-relevant market variables. Lead the development, implementation, and documentation of scenarios comprised of a broad range of economic and financial variables for businesses within the Firm. Develop, maintain, and improve electronic trading systems for the hedging of interest rate products. Implement data-driven algorithms with statistical models across multiple interest rate products to identify and generate revenue opportunities. Build and implement electronic trading algorithms while and utilizing historical quantitative data to benchmark and improve algorithm performance against market-based metrics. Communicate with line trading and sales on day-to-day issues and short-term feature requests, as well as long-term requests and strategic direction. Mentor junior and mid-level team members. Job Requirements Bachelor’s degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Applied Mathematics, or related quantitative field and four (4) years of experience in job offered or a related role. Prior experience must include four (4) years of experience with the following skills: C++, Java, or Python; developing automated quoting, risk management, hedging and execution algorithms; quantitative analysis using advanced econometric, statistical, and mathematical techniques, including Bayesian analysis, time series analysis, or machine learning algorithms; performing risk management or scenario-based analysis; developing rigorous and scalable data management and analysis tools to provide risk oversight and support the investment process; and statistics and data driven performance analysis, including Linear Regression or Time Series Analysis to measure performance. Salary Range Annual base salary for this New York, New York -based position is $74,000 - $276,000. Benefits We offer a wide range of health and welfare programs that vary depending on office location. These generally include medical, dental, short-term disability, long-term disability, life, accidental death, labor accident and business travel accident insurance. We offer competitive vacation policies based on employee level and office location. We promote time off from work to recharge by providing generous vacation entitlements and a minimum of three weeks expected vacation usage each year. Financial Wellness & Retirement. We assist employees in saving and planning for retirement, offer financial support for higher education, and provide a number of benefits to help employees prepare for the unexpected. We offer live financial education and content on a variety of topics to address the spectrum of employees’ priorities. Health Services. We offer a medical advocacy service for employees and family members facing critical health situations, and counseling and referral services through the Employee Assistance Program (EAP). We provide Global Medical, Security and Travel Assistance and a Workplace Ergonomics Program. We also offer state-of-the-art on-site health centers in certain offices. Fitness. To encourage employees to live a healthy and active lifestyle, some of our offices feature on-site fitness centers. For eligible employees we typically reimburse fees paid for a fitness club membership or activity (up to a pre-approved amount). Child Care & Family Care. We offer on-site child care centers that provide full-time and emergency back-up care, as well as mother and baby rooms and homework rooms. In every office, we provide advice and counseling services, expectant parent resources and transitional programs for parents returning from parental leave. Adoption, surrogacy, egg donation and egg retrieval stipends are also available. Benefits at Goldman Sachs. Read more about the full suite of class-leading benefits our firm has to offer. #J-18808-Ljbffr Goldman Sachs Bank AG