Quant jobs / Goldman Sachs

Planning & Analysis Strats – Associate

A strats role in the Core Engineering group, building econometric and machine learning models for budget planning, scenario design and regulatory stress testing. It is aimed at recent PhD graduates.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build macro and financial scenarios for budgeting and stress testing
Develop time-series and explainable machine learning models to forecast revenues, expenses and balance sheet items
Run the model lifecycle: data, validation, monitoring and documentation
Build AWS-based tools and AI-assisted workflows for scenario analysis
Prepare documentation for model risk review and regulators

What they ask for

Required

Rust, Python or C++
Econometrics and time-series modelling
Structural breaks and regime switching
Machine learning and uncertainty quantification
SQL
AWS
Model documentation

Education: PhD with no experience required, or Master's with 1 year, or Bachelor's with 3 years, in a quantitative field
Experience: 0 years with a PhD; 1 year with a Master's; 3 years with a Bachelor's
Languages and tools: Rust
Python
C++
SQL
AWS

How to prepare

Build a macro forecasting model with regime switching and structural break tests
Practise conformal prediction and Monte Carlo for forecast uncertainty
Learn stress testing and scenario design concepts used by regulators
Write clear model documentation for one of your own projects

What to study

The Model Validation Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Goldman Sachs’s site before applying: requirements, location and pay can change after we check them.

View the posting on Goldman Sachs’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Goldman Sachs and doesn’t handle applications.