Quantitative Liquid Alternatives Portfolio Construction Analyst

YOUR IMPACT

Are you an intellectually curious, disciplined self-starter with a passion for financial markets and quantitative investing? The Quantitative Investment Strategies (QIS) team within Goldman Sachs Asset & Wealth Management is seeking an Analyst to join the Liquid Alternatives Portfolio Construction team. In this role, you will be on the front lines of active portfolio management - combining economic rationale, mathematical optimization, and advanced analytical tools to drive daily rebalancing, risk attribution, and portfolio performance across our liquid alternatives strategies.

WHO WE ARE

Goldman Sachs Asset & Wealth Management is one of the world's leading investment managers, providing institutional and individual investors with investment and advisory solutions across asset classes, industries and geographies. We help our clients navigate dynamic markets and identify the opportunities that shape their portfolios and long-term investment goals. We extend these global capabilities to the world's leading pension plans, sovereign wealth funds, central banks, insurance companies, financial institutions, endowments, foundations, individuals and family offices.

The Quantitative Investment Strategies (QIS) group is a market leader in quantitative portfolio management, using advanced quantitative methods to structure, manage, and monitor investment portfolios across quantitative equity, multi-asset, and alternative strategies. Within QIS, the Liquid Alternatives team delivers uncorrelated returns, factor-based strategies, and customized portfolio solutions to investors.

RESPONSIBILITIES AND QUALIFICATIONS

HOW YOU WILL FULFILL YOUR POTENTIAL

The ideal candidate is passionate about investing and motivated to deliver differentiated, uncorrelated returns. We welcome individuals who are excited by the prospect of combining creative insights with focus on details of liquid alternatives portfolio construction to make good investment decisions. Strong programming skills, solid understanding of statistics, and familiarity working with data are required. Experience working with derivatives is a plus. 

Key Responsibilities:

• Optimization and Rebalancing of Liquid Alternatives Portfolios
• Systematic Trade Generation and Execution Oversight
• Implementation and Testing of New Portfolios
• Collateral, Margin, and Cash Management
• Risk, Leverage, and Factor Exposure Monitoring
• Portfolio Construction Research
• Investment Process Innovation & AI Automation

SKILLS & EXPERIENCE WE’RE LOOKING FOR 

Basic Qualifications:

• BA/BS Degree in a quantitative field such as Statistics, Finance, Math, Computer Science, or Engineering preferred
• 1-2 years of industry experience in a relevant field
• Excellent analytical and quantitative skills
• Creativity and ability to think outside the box
• Passion for systematic and quantitative investment
• Ability to work well in a fast-paced environment
• Solid understanding of statistics, linear algebra, and calculus
• Strong programming skills (Python, Matlab, R, C++, Java, or other languages)
• Exceptional attention to detail and strong operational discipline
• Knowledge of derivatives (futures, forwards, swaps, and options) and multi-asset strategies