Vice President- CIMD3119USISG

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Goldman Sachs USA
  • 25 Mar 19

Vice President- CIMD3119USISG

MORE ABOUT THIS JOB Vice President with Goldman Sachs & Co. LLC in New York, NY.

Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)

RESPONSIBILITIES AND QUALIFICATIONS Duties: Vice President with Goldman Sachs & Co. LLC in New York, NY. Responsible for building financial models and conducting research in strategic or tactical asset allocation. Working on Cross-Asset Systematic strategies with focus on Volatility, Equity, FX and Rates. Developing Options on Interest Rate Futures strategies and the correlation with Equity Put Writing. Designing and Improving Equity Put Writing strategies and Systematic Hedging strategies. Working on cross sectional currency forward and options strategies for the G7 currencies. Researching Equity and Bond return predictions as well as market timing models to allow for conditional asset allocation, Including Hidden Markov Models. Using Deep Learning (LSTM, CNN) and Machine Learning Techniques to perform research on the Equity Market Risk return forecasting. Creating pitch books for clients and senior Members of Goldman Sachs Investment Management. Supervising junior members and interns of the team in research projects. Intraday Analysis for equity markets leveraging high frequency data. Back-testing the historical fund risks and creating various scenario analysis and case studies. Constructing a risk control model to account for unknown market events. Preparing and conducting strategic asset allocation and portfolio construction meetings with Private Wealth Clients. Applying technical knowledge in portfolio theory covering financial markets, portfolio allocation, and alternative investments in order to address clients' needs, as well as working on portfolio construction and performing statistical research in Machine Learning. Implementing quantitative models in investment management, including asset pricing models, various optimization techniques and wealth simulation using Monte Carlo techniques. Researching tail risk factors and FX trading strategies for a multi-factor model (cross-, time-series analysis). Constructing a dynamic currency optimizer based on various valuation models.

Job Requirements: Master's degree (US or foreign equivalent) in Finance, Engineering or a related quantitative field. Two (2) years of experience in the job offered or a related financial modeling position. Must have two (2) years of experience with: asset allocation implementing quantitative models in investment management including asset pricing models, various optimization techniques and wealth simulation using Monte Carlo techniques; applying knowledge of multi asset classes and instruments, including fixed income, private and public equity, hedge funds, real estate, commodities and currencies, as well as volatility, futures and options to build financial models and conduct research in strategic or tactical asset allocation areas; making asset allocation presentations to private wealth clients; performing quantitative modeling of new factors using knowledge of statistics and thorough understanding of financial concepts; applying technical knowledge in portfolio theory covering financial markets, portfolio allocation, alternative investments in order to address clients' needs; programming such as Python, MATLAB, and SQL; communicating quantitative concepts to specialized and non-specialized audiences as well as to senior management; and Portfolio Optimization. Must have one (1) year of experience with: Machine Learning, organizing, analyzing, manipulating large volume of data with TensorFlow, Keras, PYMC3 Python programming module. Series 7 and Series 66 licenses required.

ABOUT GOLDMAN SACHS The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.

© The Goldman Sachs Group, Inc., 2019. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.