What are the responsibilities and job description for the Asset & Wealth Management-New York-Vice President, Investing & Portfolio Management–Public-8117818 position at Goldman Sachs?
Job Description
Job Duties: Vice President, Investing & Portfolio Management – Public with Goldman Sachs & Co. LLC in New York, New York. Conduct quantitative research on cross-asset factor strategies, which are mostly based on financial derivatives, and assess the feasibility of systematic investment strategies for trading and implementation, incorporating liquidity and trading cost considerations. Manipulate structured and unstructured large datasets to extract quantitatively based insights for systematic investment strategies. Contribute to the development, enhancement, and maintenance of the research and portfolio management platform, encompassing strategy backtesting, performance monitoring, and risk analysis, in close collaboration with engineering teams. Prepare analysis and research presentations for senior business leaders and other members of the portfolio management team. Assist client-facing personnel when addressing client requests requiring quantitative analysis as well as when directly engaging with clients in in-depth discussions about systematic factor portfolios. Monitor systematic risk premia models on an ongoing basis to ensure expected return delivery within expected risk parameters. Identify investment theses and systematic investment opportunities in commodities, currencies, and fixed income derivatives as well as instruments with equity index underliers. Situate investment processes within universes of factor premia, macroeconomic drivers as well as industry trends. Understand both US and European regulations governing investment vehicles (Investment Company Act of 1940, Undertakings for Collective Investment in Transferable Securities mutual funds, and Specialized Investment Funds) as well as model controls instituted by the Federal Reserve. Travel Required: Domestic and international travel approximately 10% of the time to participate in meetings aimed at providing education on systematic factor strategies with internal and external clients. All travel expenses paid by the firm.
Job Requirements: Master’s degree (U.S. or foreign equivalent) in Finance, Economics, Financial Mathematics, Computational Finance, or a related field. Two (2) years of experience in the job offered or in a related role within the quantitative investing sector. Prior experience must include two (2) years of experience with: performing programming and quantitative financial analysis using coding languages C or C# or other languages based on these, as well as statistical software packages R, Python and Matlab; using advanced statistics, linear algebra, asset pricing models, and optimization techniques for the analysis of financial products; financial modeling experience, including the ability to identify and manipulate relevant data and to conduct advanced econometric analysis (both time-series as well as cross-sectional econometric techniques); analyzing, aggregating, and summarizing portfolio exposures and portfolio risks for internal and external reporting purposes as well as reporting to regulatory authorities; synthesizing and presenting research analysis, recommendations, and implications of quantitative analysis and investment decisions to senior management, clientfacing personnel, as well as clients; and applying modern portfolio theory across different asset classes, including commodities, currencies, fixed income and equity index derivatives.
Salary Range: Annual base salary for this New York, New York -based position is $195,000 - $295,000.
©The Goldman Sachs Group, Inc., 2025. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity.
Job Duties: Vice President, Investing & Portfolio Management – Public with Goldman Sachs & Co. LLC in New York, New York. Conduct quantitative research on cross-asset factor strategies, which are mostly based on financial derivatives, and assess the feasibility of systematic investment strategies for trading and implementation, incorporating liquidity and trading cost considerations. Manipulate structured and unstructured large datasets to extract quantitatively based insights for systematic investment strategies. Contribute to the development, enhancement, and maintenance of the research and portfolio management platform, encompassing strategy backtesting, performance monitoring, and risk analysis, in close collaboration with engineering teams. Prepare analysis and research presentations for senior business leaders and other members of the portfolio management team. Assist client-facing personnel when addressing client requests requiring quantitative analysis as well as when directly engaging with clients in in-depth discussions about systematic factor portfolios. Monitor systematic risk premia models on an ongoing basis to ensure expected return delivery within expected risk parameters. Identify investment theses and systematic investment opportunities in commodities, currencies, and fixed income derivatives as well as instruments with equity index underliers. Situate investment processes within universes of factor premia, macroeconomic drivers as well as industry trends. Understand both US and European regulations governing investment vehicles (Investment Company Act of 1940, Undertakings for Collective Investment in Transferable Securities mutual funds, and Specialized Investment Funds) as well as model controls instituted by the Federal Reserve. Travel Required: Domestic and international travel approximately 10% of the time to participate in meetings aimed at providing education on systematic factor strategies with internal and external clients. All travel expenses paid by the firm.
Job Requirements: Master’s degree (U.S. or foreign equivalent) in Finance, Economics, Financial Mathematics, Computational Finance, or a related field. Two (2) years of experience in the job offered or in a related role within the quantitative investing sector. Prior experience must include two (2) years of experience with: performing programming and quantitative financial analysis using coding languages C or C# or other languages based on these, as well as statistical software packages R, Python and Matlab; using advanced statistics, linear algebra, asset pricing models, and optimization techniques for the analysis of financial products; financial modeling experience, including the ability to identify and manipulate relevant data and to conduct advanced econometric analysis (both time-series as well as cross-sectional econometric techniques); analyzing, aggregating, and summarizing portfolio exposures and portfolio risks for internal and external reporting purposes as well as reporting to regulatory authorities; synthesizing and presenting research analysis, recommendations, and implications of quantitative analysis and investment decisions to senior management, clientfacing personnel, as well as clients; and applying modern portfolio theory across different asset classes, including commodities, currencies, fixed income and equity index derivatives.
Salary Range: Annual base salary for this New York, New York -based position is $195,000 - $295,000.
©The Goldman Sachs Group, Inc., 2025. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity.
Salary : $195,000 - $295,000
