Vice President, Investing & Portfolio Management

Company: Goldman Sachs & Co. LLC
Location: New York
Posted on: March 20, 2025

Job Description:

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. Requires: 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. Job Code: 7947739

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

QUALIFIED APPLICANTS: Apply at gs.com and click on "Careers." NO PHONE CALLS PLEASE. -The Goldman Sachs Group, Inc., 2025. All rights reserved. Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity.

Keywords: Goldman Sachs & Co. LLC, New York , Vice President, Investing & Portfolio Management, Executive , New York, New York