MORE ABOUT THIS JOB Associate with Goldman Sachs & Co. LLC in New York, NY. Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.) RESPONSIBILITIES AND QUALIFICATIONS Duties: Associate with Goldman Sachs & Co. LLC in New York, NY. Serve as a member of the Prime Services Strategy team within the Equities Desk Strategies business unit. Maintain and improve the Firm's proprietary Prime Services factor model to benchmark client performance. Support existing client analytics reporting infrastructure. Apply machine learning techniques for the Firm's proprietary data to improve the quality of client performance analytics and to provide enhanced market intelligence to the trading desk. Collaborate with data scientists to leverage available machine learning techniques and datasets. Build research infrastructures using Python to facilitate risk factor model research and portfolio optimization. Job Requirements: Master's degree (U.S. or equivalent) in Electrical Engineering, Mathematics, Physics, Computer Science or in a related field and three (3) years of experience in the job offered or in a related position involving the design and development of high performance research libraries, machine learning models and statistical data analysis. Must have three (3) years of experience with: applying statistical analysis skills, such as correlation analysis, causality analysis, Multivariate linear regression, principle component analysis, and auto regression, and conducting statistical tests (t-test, f-test); utilizing knowledge of machine learning techniques, such as logistic regression, linear, non-linear and non-parametric regression, support vector machine (SVM), artificial neural network, random forest, k-means clustering, or Gaussian mixture to perform algorithmic research; building analytical platforms and infrastructures to back test algorithms, run data analysis and generate reports for visualization using scripting languages such as Python, Matlab, R or equivalent; utilizing quantitative skills, including regression analysis and basic linear algebra; performing data structure and algorithm design; utilizing optimization methods, such as linear optimization (simplex method), non-linear optimization (gradient descent method), Lagrange method dynamic optimization, line searches or Newton's method; and applying Model calibration methods, such as linear, or non-linear and non-parametric regression techniques. Must have one (1) year of experience: working with database query languages such as SQL and management tools, such as Oracle SQL, Microsoft SQL, or AquaData Studio to process large sets of data; profiling and improving performance of queries against large data sets; and conducting financial market analysis, and demonstrating knowledge of common financial market products, such as options, futures, forwards, and swaps. ABOUT GOLDMAN SACHS The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world. The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.
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