Engineering - Dallas- Associate, Quantitative Engineering - 033664
Dallas, Texas, United States
Goldman Sachs
The Goldman Sachs Group, Inc. is a leading global investment banking, securities, and asset and wealth management firm that provides a wide range of financial services.Job Duties:Ā Associate, Quantitative Engineering with Goldman Sachs & Co. LLC in Dallas, Texas. Multiple positions available. 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. Analyze large data sets (structured and unstructured) to build predictive models of business-relevant market variables. Develop, refine, and improve scenarios by leveraging knowledge in financial markets, economics, current events, statistical analysis, and programming. Build and challenge risk models, identify and quantify vulnerabilities across market, credit, liquidity risk and modeling. Create and maintain clear and complete technical documentation of the risk-model performance testing approach and process.
Job Requirements: Masterās degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research or related quantitative field and one (1) year of experience in job offered or a related quantitative engineering role OR Bachelorās degree (U.S. or foreign equivalent) in Computer Science, Financial Engineering, Applied Mathematics, Data Science, Operations Research or related quantitative field and two (2) years of experience in job offered or a related quantitative engineering role. Prior experience must include one (1) year of experience (with a Masterās degree) OR two (2) years of experience (with a Bachelorās degree) with 5 of the 7 following skills: 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.
©The Goldman Sachs Group, Inc., 2025. All rights reserved. Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veteran status, disability, or any other characteristic protected by applicable law.
* Salary range is an estimate based on our AI, ML, Data Science Salary Index š°
Tags: Bayesian Computer Science Data management Economics Engineering Java Linear algebra Machine Learning Mathematics ML models Python Research Statistics Testing
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