Quantitative Strategist, Global Banking & Markets, Marquee Portfolio Analytics

Role Overview

Goldman Sachs Marquee is our premier digital storefront for institutional clients, delivering market-leading analytics, risk management, execution, and developer tools. Within Marquee, the Portfolio Analytics team is responsible for developing cutting-edge platforms that empower both internal desks (such as sales and trading) and external institutional clients to analyze risk, perform performance attribution, and implement advanced portfolio construction strategies.

As a Vice President and Senior Quantitative Engineer, you will lead the quantitative design and development of Marquee’s portfolio capabilities. You will combine deep financial market knowledge with expert software engineering to build a fast-moving, highly collaborative platform supporting a diverse range of products and clients. This is a high-impact leadership role requiring a strong balance of technical depth, strategic vision, and people management.

Responsibilities

• Quantitative Model Development: Design, implement, and scale complex quantitative frameworks within the Marquee platform, focusing on factor risk models, portfolio attribution (performance and risk), and advanced portfolio construction and optimization methods.
• Platform Architecture: Help lead the development of highly scalable, robust data models and real-time calculation environments to support quantitative strategies and performance validation.
• Engineering Leadership: Manage and mentor a global team of engineers across multiple regions and timezones, fostering a culture of technical excellence, continuous learning, and collaborative delivery.
• Stakeholder & Client Collaboration: Communicate complex quantitative ideas and technical architectures effectively to senior business stakeholders, internal sales and trading functions, and external institutional clients.
• Product Strategy Execution: Work closely with Product Management, UX Design, and Core Engineering teams to translate commercial opportunities and client feedback into robust production features.
• Production Integrity: Champion modern engineering practices (CI/CD, comprehensive testing, code reviews) to ensure the stability, performance, and accuracy of analytical systems under fast-moving market conditions.

Qualifications

• Educational Background: Master’s or PhD in a highly quantitative discipline such as Financial Engineering, Computer Science, Mathematics, Physics, Statistics, or a related field.
• Professional Experience: Typically 5+ years of experience in a quantitative research, quantitative engineering, or financial modeling role, with proven experience operating at a senior (Vice President) level.
• Financial Domain Expertise: Deep subject-matter expertise in financial markets, with a strong preference for equity markets. Advanced theoretical and practical knowledge of factor risk modeling, portfolio attribution, and portfolio optimization techniques.
• Programming & Systems Proficiency: Expert-level proficiency in multiple programming languages (Python, Java preferred) along with experience in data modeling and managing large, complex financial datasets.
• People & Delivery Management: Proven track record of managing, mentoring, and scaling engineering talent across global locations, with a focus on cross-timezone alignment and team growth.
• Communication & Relationship Building: Exceptional interpersonal and communication skills, with the ability to confidently present quantitative insights to institutional clients and collaborate with front-office sales and trading teams.
• Desirable Assets: Experience with cloud infrastructure (e.g., AWS), distributed computing frameworks, and modern API design within a fintech or institutional investment platform.

Please note we will only respond to applications for which we have an interest.