Vice President, Quantitative Investment Strategies (QIS)

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.

Role Overview

The Quantitative Investment Strategies (QIS) group within Global Banking & Markets is responsible for designing, structuring, and managing systematic, rules-based investment strategies across equities, rates, FX, and commodities. We are hiring a Vice President in New York to lead systematic index structuring and quantitative client solutions.

Key Responsibilities

• Design and backtest novel cross-asset systematic factor strategies (momentum, value, quality, volatility risk premia).
• Structure customized derivative overlays and index-linked notes for sovereign wealth funds, pension plans, and asset managers.
• Utilize Goldman Sachs' proprietary analytics platforms (SecDb / Slang) and Python to model payoff structures and hedge portfolio risk.
• Author institutional quantitative research notes explaining strategy methodology, backtest performance, and macroeconomic regime sensitivity.
• Collaborate with trading desks to ensure efficient execution and continuous tracking accuracy of benchmarked QIS indices.

Qualifications & Experience

• Master's or PhD degree in Quantitative Finance, Mathematics, Physics, Econometrics, or Engineering.
• 5+ years of experience in quantitative structuring, derivatives trading, or factor research at a top-tier investment bank or asset manager.
• Advanced proficiency in Python and financial mathematical modeling (stochastic calculus, option pricing, risk parity).
• Strong communication skills with experience presenting directly to institutional institutional investors.

Compensation & Benefits

• Base Salary: $200,000 – $325,000 per year + substantial annual performance-driven discretionary incentive compensation.
• Comprehensive healthcare and family medical plans.
• 401(k) plan with generous company contribution.
• On-site fitness centers, health center, and backup childcare facilities.