IMD, GSAM, QIS Information Management, Analyst
- Job id
- Full/Part Time
Job Summary & ResponsibilitiesDivisional Overview
Investment Management Division (IMD) provides investment management services and offers investment products across all major asset classes to a diverse set of institutional and individual clients. IMD also offers wealth advisory services, including portfolio management and financial counseling, and brokerage and other transaction services to high-net-worth individuals and families.
Goldman Sachs Asset Management (GSAM) delivers innovative investment solutions through a global, multi-product platform that offers clients the advantages that come with working with a large firm, while maintaining the benefits of a boutique. Critical to the success of GSAM is our ability to leverage a global team of talented professionals to define solutions and lead change across the operational infrastructure.
Quantitative Investment Strategies
The Quantitative Investment Strategies (QIS) group in Goldman Sachs Asset Management is responsible for managing client assets, and is a market leader in quantitative portfolio management, global tactical asset allocation, and tax-aware investment strategies.
The role will involve day-to-day management of data used in QIS’ investment platform. The position is ideal for a person who has solid technical skills, is interested in portfolio analysis, is detail oriented, and has an understanding of the “inputs” to portfolio construction, risk measurement, and research.
Day-to-day management of inputs into quantitative models including pricing, financial statements, broker estimates, and macroeconomic data
Enhancing of the data and workflow management applications
Assisting the NY team in developing and testing model-oriented diagnostics
Assisting the NY portfolio managers in portfolio construction
Performing account-specific pre and post optimization checks
Making elections on behalf of QIS for corporate actions which vary on a day to day basis
Assisting the NY team in developing new model signals
Basic QualificationsBachelors or Master’s degree of Finance, Engineering, Statistical or Computer Science background
Minimum 1 year of experience in financial services industry, preferably in an analytical function
Programming experience in an object-oriented programming (in languages such as Java, C++, Perl, Python) environment and familiarity with Matlab and SQL
Strong communication and interpersonal skills
Advanced understanding of Microsoft Office products, tools and utilities for business use
Strong analytical and quantitative skills
Preferred Qualifications Adaptability to new workflow/processes and software products
Keen attention to detail
Ability to multi-task and meet multiple deadlines