Goldman Sachs

Quantitative Strategist - MBD Engineering

Posted on: 27 Feb 2021

Dallas, TX

Job Description

MORE ABOUT THIS JOB

The Merchant Banking Division (MBD) is one of the four key revenue generating Divisions of the Firm. The Division invests in a wide range of global asset classes including: Corporate Debt and Equity, Real Estate, Growth Equity and Infrastructure worldwide. MBD consists of over 900 professionals in 25 offices in 15 countries. We operate on a global platform and are one of the largest managers of private capital globally.

The Merchant Banking Strategists collaborate with investing and finance professionals to create quantitative computer models and web applications to support all aspects of the investing and lending life cycle. We create quantitative models and developing software applications to help structure, value, hedge, risk manage the investments in our portfolios. Members hold advanced degrees in Engineering, Computer Science, Mathematics and Physics. The team proactively collaborates with colleagues globally to ensure the most appropriate and scalable solutions are implemented to everyones benefit.

At Goldman Sachs, our culture is one of teamwork, innovation and meritocracy. We often say our people are our greatest asset and we take pride in supporting each colleague both professionally and personally. From collaborative work spaces and mindfulness classes to working from home and flexible work options, we offer our people the support they need to reach their goals in and outside the office.

What We Do

We are a global multi-asset class investing and lending business. Strategists focus on modeling, portfolio valuation, and risk management.

Your impact

As a strategist, you will create cutting edge models used in corporate, middle market and retail sectors to provide insights in market behaviors and to help our business grow. You will create complex computational architectures, leveraging advances in very large data store, parallel processing and other automation tools to meet the challenge of a rapidly growing and evolving business.

Who We Look For

We are looking for an individual who can develop new models, systems and processes in a commercial environment. You will have the opportunity to collaborate with some of the brightest technologists, to challenge the status quo and push the envelope in technology and finance.

RESPONSIBILITIES

How You Will Fulfil Your Potential

We are interested in individuals who have strong quantitative and coding skills and a continued interest to learn about finance. As a Quantitative Strategist in Merchant Banking Engineering, you will have the opportunity to work on many different types of projects including:

* Developing portfolio management systems and tools for senior investment leaders
* Providing quantitative analytics to optimize investment structure and pricing before deal underwriting / at investment stage
* Creating computational models for valuing bespoke investments and projecting of expected returns
* Develop Macroeconomic risk management and macro-hedge strategies in the equity, FX, rates and commodity spaces
* Advising on fund structuring and strategy to maximize profits for our investors and the Firm
* Identify opportunity for engineering solutions to advance the businesses
* Deliver commercially impactful and well-designed technology products
* Transform the deal sourcing process with advanced data science and machine learning techniques

Basic Qualifications

* Strong quantitative background with Bachelors degree or higher in Computer Science, Engineering, Mathematics or related technical discipline
* Excellent programming and software design skills in multiple object orientated programming languages [eg. Java / Python / C++ / Etc.] and experience with multiple database technologies
* Strong written and verbal communication skills, with an ability to present complex technical idea to a multitude of technical and non-technical audiences
* Pro-active attitude to problem solving, personal sense of ownership and responsibility, collaborative team-player, and a strong growth mindset
* Ability to multitask across many parallel short-term and long-term projects, in a fast moving and high pressure environment
* Strong project management experience with excellent stakeholder/client relationship management skills

Preferred Qualifications

* Masters in Computer Science, Engineering, or related technical science discipline or practical experience building software in a commercial environment (full-stack a plus).
* Working knowledge of Corporate Finance and Financing Mathematics
* In-depth knowledge or research experience in machine learning and artificial intelligence

Goldman Sachs

New York, New York

The Goldman Sachs Group, Inc. operates as an investment banking, securities, and investment management company worldwide. It operates in four segments: Investment Banking, Institutional Client Services, Investing & Lending, and Investment Management. The Investment Banking segment provides financial advisory services, including strategic advisory assignments related to mergers and acquisitions, divestitures, corporate defense activities, restructurings, spin-offs, and risk management; and underwriting services, such as debt and equity underwriting of public offerings and private placements of various securities and other financial instruments, as well as derivative transactions with public and private sector clients.

The Institutional Client Services segment is involved in client execution activities related to making markets in cash and derivative instruments for interest rate products, credit products, mortgages, currencies, commodities, and equities; and provision of securities services comprising financing, securities lending, and other brokerage services, as well as the marketing and clearing of client transactions on various stock, options, and futures exchanges.

The Investing & Lending segment invests in and originates longer-term loans; and makes investments in debt securities and loans, public and private equity securities, and infrastructure and real estate entities, as well as provides unsecured and secured loans through its digital platforms. The Investment Management segment offers investment management services; and wealth advisory services consisting of portfolio management, financial planning and counseling, and brokerage and other transaction services. The company serves corporations, financial institutions, governments, and individuals. The Goldman Sachs Group, Inc. was founded in 1869 and is headquartered in New York, New York.

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