Goldman Sachs’ Investment Strategy Group (ISG)—an independent team of global investment professionals—provides guidance on asset allocation and portfolio diversification. The Strategic and Quantitative Asset Allocation team within ISG is responsible for designing systematic investment strategies for our global client base.
Contribute to the research, design and implementation of investment strategies across global asset classes. Daily responsibilities include quantitative research utilizing market and macroeconomic data, implementation of strategy back tests and simulations in Python or Matlab.
Candidate for a Ph.D. degree (U.S. or equivalent) in Mathematics, Physics, Finance, Economics, Statistics or a related field.
Prior experience should include: implementation of quantitative financial models and techniques (incl. asset pricing, optimization, Monte Carlo simulations); research in strategic or tactical asset allocation; knowledge of global asset classes and investment instruments; communication and presentation of complex technical concepts and quantitative investment management topics. Fluent programming in Python or Matlab is a must.
Complete the Goldman Sachs online application (http://goldmansachs.com/careers) [including GPA] by November 29, 2020. Please select Consumer and Investment Management as the division, and Quant Solutions as the sub division.
Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet. © The Goldman Sachs Group, Inc., 2019. All rights reserved.