Associate, Quantitative Engineering at Goldman Sachs & Co. LLC
Salt Lake City, UT
About the Job
Associate, Quantitative Engineering with Goldman Sachs & Co. LLC in Salt Lake City, Utah. Develop, implement, and document scenarios comprised of a broad range of economic and financial variables for businesses within the Firm. Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues. Requires: Master’s degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Applied Mathematics, or related quantitative field such as Statistics and one (1) year of experience in job offered or a related quantitative engineering role OR Bachelor’s degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Applied Mathematics, or related quantitative field such as Statistics and three (3) years of experience in job offered or a related quantitative engineering role. Prior experience must include one (1) year with Master’s OR three (3) years with Bachelor’s with the following: C++, Java, or Python; developing probability and pricing models utilizing financial mathematics principles, including stochastic calculus, no-arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra, numerical methods, optimization, probability, or random processes; quantitative analysis and model development using advanced econometric, statistical, and mathematical techniques, including Bayesian analysis, time series analysis, or machine learning algorithms; performing risk management or scenario-based analysis; developing quantitative risk analytics, including factor models; developing rigorous and scalable data management and analysis tools to provide risk oversight and support the investment process; and statistics and data driven performance analysis, including Linear Regression or Time Series Analysis to measure performance. Job Code: 8088697
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