Vice President, Quantitative Engineering

Vice President, Quantitative Engineering w/ Goldman Sachs & Co. LLC in Salt Lake City, Utah. 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. Job Code: 10412228 Requires: Master's degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Computational Finance, Applied Mathematics, or related quantitative field and three (3) years of experience in job offered or a related quantitative engineering role Bachelor's degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Computational Finance, Applied Mathematics, or related quantitative field and five (5) years of experience in job offered or a related quantitative engineering role PhD degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Computational Finance, Applied Mathematics, or related quantitative field and one (1) year of experience in job offered or a related quantitative 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) OR one (1) year of experience (with a 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 and developing pricing models for financial products to model risk, economics, and cash flows under normal and distressed market environments ©The Goldman Sachs Group, Inc., 2026. All rights reserved. Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veteran status, disability, or any other characteristic protected by applicable law. #J-18808-Ljbffr