Global Banking & Markets-New York-Vice President, Quantitative Engineering-9134899 New York · ·[...]

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. Design and implement high‑quality, scalable, and thoughtful technology solutions leveraging both internal and open‑source services. Own requirements gathering, user story refinement, development, testing (unit, integration and regression), User Acceptance Testing (UAT) and deployment. Analyze large data sets (structured and unstructured) to build predictive models of business‑relevant market variables. Build and challenge risk models, identify and quantify vulnerabilities across market, credit, liquidity risk and modeling. Create and maintain clear and complete technical documentation of the risk‑model performance testing approach and process. Job Requirements Master’s degree (U.S. or foreign equivalent) in Computer Science, Computer Engineering, Financial Engineering, Applied Mathematics or a related quantitative field and three (3) years of experience in a relevant quantitative or software engineering role; OR Bachelor’s degree (U.S. or foreign equivalent) in Computer Science, Computer Engineering, Financial Engineering, Applied Mathematics or a related quantitative field and five (5) years of experience in a relevant quantitative or software engineering role. Prior experience must include three (3) years of experience (with a Master’s degree) or five (5) years of experience (with a Bachelor’s degree) with five of the following seven skills: C++, Java, or Python; quantitative analysis and model development using advanced econometric, statistical, and mathematical techniques, including Bayesian analysis, time series analysis, or machine learning algorithms; developing rigorous and scalable data management and analysis tools to provide risk oversight and support the investment process; full software development lifecycle, including requirements gathering, design, coding, testing, documentation, deployment, and production support; building multi‑threaded and multi‑process service‑oriented enterprise applications within Unix environment; micro‑services architecture design and development including REST, Spring, or other back‑end technologies; and database query languages, including SQL or NoSQL technologies such as MongoDB. Salary Range Annual base salary for this New York, New York‑based position is $113,000 – $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