Quant jobs / Goldman Sachs

Quantitative Equity Portfolio Construction Analyst – QIS

An analyst role in the quantitative investment strategies group of asset management, running the daily portfolio side of global quantitative equity strategies. It mixes optimisation, trade generation and risk monitoring.

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.

Run daily optimisation and rebalancing of equity portfolios
Oversee systematic trade generation and execution
Test and implement new portfolios before launch
Monitor portfolio composition, performance and risk
Do portfolio construction research and automate parts of the process

What they ask for

Required

Statistics, linear algebra and calculus
Strong programming
Analytical skills
Attention to detail and operational discipline
Interest in equity investing

Preferred

Equities experience

Education: Bachelor's degree in statistics, maths, finance or engineering preferred
Experience: Entry-level analyst; no years stated
Languages and tools: Python
Matlab
R
C++
Java
Markets: equities

How to prepare

Build a long-only optimiser with turnover and sector constraints
Learn risk attribution with a factor model
Automate a rebalancing workflow that checks trades before output
Study how equity portfolios are monitored daily for drift

What to study

The Portfolio and Factor 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.