Asset & Wealth Management-New York-Vice President, Investing & Portfolio Management-7947739

Job Duties: Vice President, Investing & Portfolio Management with Goldman Sachs & Co. LLC in New York, New York. Identify new sources of equity alpha returns by studying financial market movements and reviewing extensive academic and financial industry literature. Research and source relevant equity market databases and conduct quantitative research to develop new equity alpha factors to improve portfolio alpha. Oversee verification of daily alpha model and risk model generation for UK/European equity markets. Oversee rebalancing of UK/European equity portfolios using advanced portfolio construction techniques. Sign off on final optimization results for portfolios under management and communicate with the portfolio construction team. Prepare analysis and research presentations for senior business leaders and other members of the portfolio management team. Perform internal portfolio performance reviews for portfolio managers and research analysts.

Job Requirements: Master’s degree (U.S. or foreign equivalent) in Finance, Economics, Mathematics, Financial Engineering or a related field and three (3) years of experience in the job offered or related finance position OR Bachelor’s degree (U.S. or foreign equivalent) in Finance, Economics, Mathematics, Financial Engineering or a related field and five (5) years of experience in the job offered or related finance position. Prior experience must include one (1) year of experience with a Master’s degree or five (5) years of experience with a Bachelor’s degree with the following: sourcing relevant, large volume data and performing quantitative research of new equity alpha factors using quantitative methods including econometrics, statistics, natural language processing, machine learning, univariate and multivariate Fama-MacBeth regression, and time series analysis, utilizing understanding of financial concepts on risk premiums, behavioral finance, and equity valuation; managing equity portfolios in the global context and highlighting potential opportunities for improvement in the existing models and portfolio construction; applying knowledge of portfolio optimization theories, such as capital asset pricing model and arbitrage pricing theory, information ratio and information coefficient, Black-Litterman, mean-variance optimization, on equity returns, and volatility forecasting using risk models to achieve high-risk-adjusted portfolio returns; conducting quantitative performance attribution and portfolio performance reviews; delivering presentations on quantitative research results and detailed portfolio views; and using financial resource tools such as Bloomberg. Must have one (1) year of experience with: conducting quantitative research with scientific computation software such as MATLAB or R; using at least one scripting language such as Python to conduct machine learning and natural language processing-related research, and to process large unstructured datasets; processing large unstructured datasets using distributed computing frameworks such as Pyspark or Dask; using financial databases such as Compustat, Worldscope, or IBES; and using database languages such as SQL.

Salary Range: Annual base salary for this New York, New York -based position is $195,000 - $295,000.

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