Quant jobs / Goldman Sachs

Quantitative Liquid Alternatives Portfolio Construction Analyst – QIS

An analyst role in the quantitative investment strategies group, running the daily portfolio side of liquid alternatives strategies. It adds collateral, margin and leverage work to the usual optimisation duties.

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 liquid alternatives portfolios
Oversee systematic trade generation and execution
Manage collateral, margin and cash across derivative positions
Monitor risk, leverage and factor exposure
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
Derivatives knowledge: futures, forwards, swaps, options
Interest in systematic investing

Education: Bachelor's degree in a quantitative field such as statistics, finance, maths, computer science or engineering preferred
Experience: Entry-level analyst; no years stated
Languages and tools: Python
Matlab
R
C++
Java
Markets: multi-asset, futures, options

How to prepare

Build a multi-asset risk-budgeted portfolio using futures and measure leverage
Learn how margin and collateral change the cost of a derivative position
Review factor exposure reporting for a cross-asset portfolio
Practise automating a daily rebalance with checks

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.