Asset & Wealth Management - Quantitative Strategist, XIG - Associate - London

Role Overview

This position sits within Goldman Sachs Asset Management and is part of the External Investing Group (XIG). The role is designed for a quantitative professional who can help improve investment research, portfolio construction, valuation, and risk analytics across private markets and other alternative investment strategies. The team operates in a global, collaborative environment and works across asset classes, regions, and client types.

XIG supports investors through solutions that include private equity, hedge funds, real estate, public equity strategies, and fixed income strategies. Its work spans fund commitments, fund-of-funds, co-investments, secondary investments, seed capital, and advisory services, serving institutions, sovereign wealth funds, pension plans, governments, endowments, foundations, and family offices.

Goldman Sachs Asset Management manages investment and advisory services across public and private markets. The firm oversees more than $2.8 trillion in assets under supervision globally as of 31 December 2023.

What You Will Do

As a strategist, you will use quantitative and analytical techniques to produce solutions that are accurate, scalable, and robust. The role involves building models and applications that support manager selection, portfolio construction, and risk management. You will also contribute to data science and machine learning efforts that enhance investment analysis and portfolio decisions.

You will work with private market datasets at the fund, company, and deal level, along with broader financial and economic data. The role requires regular collaboration with colleagues across geographies and the ability to explain sophisticated financial, business, and mathematical ideas clearly.

Core Qualifications

Goldman Sachs is looking for a candidate with a strong quantitative foundation, solid analytical ability, and proven problem-solving capability. Suitable applicants should have hands-on research experience in applied quantitative work and a background in at least one relevant area such as data science, statistics, econometrics, machine learning, natural language processing, or artificial intelligence.

Experience with fund-, company-, security-, or deal-level datasets is important, as is the ability to analyse and visualise data effectively. Candidates should also demonstrate commercial awareness, investment judgment, and a strong understanding of financial markets.

Programming ability in a scripting language such as Python, R, or Matlab is required, along with strong communication skills and the confidence to explain complex concepts to both technical and non-technical audiences. The role also calls for creativity, independent judgment, and strong teamwork.

Applicants should have 2 to 4 years of relevant experience. Exceptional doctoral research combined with industry internships may also be considered as applicable experience.

About Goldman Sachs

Goldman Sachs is a global investment banking, securities, and investment management firm founded in 1869 and headquartered in New York, with offices around the world. The firm is committed to helping clients, shareholders, and communities grow, and places strong emphasis on professional development, inclusion, wellness, and personal finance support.

The company also states that it provides reasonable accommodations for candidates with special needs or disabilities during the recruiting process and that it is an equal opportunity employer.

Additional Information

The employer highlights a culture built on integrity, transparency, diversity, and sustainable success. Candidates can expect exposure to advanced investment work, collaboration with highly skilled colleagues, and opportunities to contribute to a fast-moving global business.