Engineering - New York - Vice President, Quantitative Engineering - 049539 New York · · Vice Pr[...]

Job Duties:Vice President, Quantitative Engineering with Goldman Sachs & Co. LLC in New York, NY (Multiple positions available). Lead the development, implementation, and documentation of scenarios comprised of a broad range of economic and financial variables for businesses within the Firm. 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. Develop, refine, and improve scenarios by leveraging knowledge in financial markets, economics, current events, statistical analysis, and programming. 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. Mentor junior and mid-level team members. Job Requirements: Master’s degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research, or related quantitative field and three (3) years of experience in the job offered or a related quantitative engineering role OR Bachelor’s degree (U.S. or foreign equivalent) inComputer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research, or related quantitative field and five (5) years of experience in the job offered or a related quantitative engineering role OR Doctorate (Ph.D.) degree (U.S. or foreign equivalent) inComputer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research, or related quantitative field and one (1) year of experience in the job offered or a related quantitative engineering role.Prior experience must include three (3) years of experience (with Master’s degree) OR five (5) years of experience (with Bachelor’s degree) OR one (1) year of experience (with PhD degree) with 5 of the 8 following skills: C++, Java, or Python; performing financial mathematics, including at least one of the following: stochastic calculus, no-arbitrage pricing theory, multivariable calculus, linear algebra, probability theory, numerical methods, or Monte-Carlo techniques; performing analysis leveraging market risk, credit risk, liquidity risk, or mathematical finance concepts; object-oriented programming and scripting programming languages such as Python or Java; implementing mathematical models or analytics in production-quality software; working with database query languages, such as SQL, MongoDB, or other data management tools to process large datasets; applying algorithms or data structures to write complex programs; developing pricing models for financial products to model risk, economics, and cash flows under normal and distressed market environments. Salary Range: Annual base salary for this New York, New York -based position is $153,000 - $276,000. 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