Asset & Wealth Management, QIS Liquid Alternatives – Portfolio Management, Analyst, The Hague

ASSET & WEALTH MANAGEMENT

A career with Goldman Sachs Asset & Wealth Management is an opportunity to help clients across the globe realize their potential, while you discover your own. As part of one of the world's leading asset managers with over $3 trillion in assets under supervision, you can expect to participate in exciting investment opportunities while collaborating with talented colleagues from all asset classes and regions, and building meaningful relationships with your clients. Working in a culture that values integrity and transparency, you will be part of a diverse team that is passionate about our craft, our clients, and building sustainable success. Bringing together traditional and alternative investments, Goldman Sachs Asset & Wealth Management provides clients around the world with a dedicated partnership and focus on long-term performance. As a primary investment area within Goldman Sachs, we provide investment and advisory services for pension plans, sovereign wealth funds, insurance companies, endowments, foundations, financial advisors and individuals.

ROLE SUMMARY

The Quantitative Investment Strategies (QIS) group within Asset & Wealth Management is responsible for managing client assets, and is a market leader in quantitative portfolio management. We use advanced quantitative methods to structure, manage, and monitor investment portfolios including Exchange-Traded Funds (ETFs), mutual funds, and separately managed accounts. The role focuses on Systematic Volatility investing within our QIS Liquid Alternatives group and will contribute to the innovation and future growth of our volatility investing franchise with a particular focus on Defined Outcome and other derivatives-based structures in an ETF wrapper.

RESPONSIBILITIES 

• Perform portfolio research and portfolio construction for liquid, derivatives-based portfolios
  • Contribute to quantitative research on systematic volatility strategies across equity and other Macro asset classes
  • Collaborate with senior portfolio managers to further develop, enhance, and maintain the research and portfolio management platform, encompassing strategy backtesting, performance monitoring, and risk analysis
  • Manage the end-to-end lifecycle of core software repositories both in research and production environments, creating and reviewing code in accordance to the team's SDLC requirements, to support the code base infrastructure
  • Manipulate structured and unstructured large datasets to extract quantitatively based insights for systematic volatility strategies
  • Assess the feasibility of systematic investment strategies regarding trading and implementation, incorporating liquidity and trading cost considerations
• Serve as a junior portfolio manager for the systematic volatility vertical within the QIS Liquid Alternatives group
  • Monitor systematic volatility premia models on an ongoing basis to ensure expected return delivery within expected risk parameters
  • Review and sign off trades generated by the team’s systematic investment models
  • Contribute to the monitoring to ensure that the portfolios and associated materials are compliant with the relevant regulatory, governance, and risk processes
  • Assist client-facing personnel when addressing client requests requiring quantitative analysis as well as when directly engaging with clients in in-depth discussions about volatility-based portfolios

REQUIRED QUALIFICATION:

• Degree (Undergraduate/Masters/PhD) in quantitative discipline required
• Excellent Python programming skills and experience with other programming languages (e.g. C# or other languages)
• Proficiency in developing and deploying high-quality code within a production environment, ensuring strict adherence to established architectural standards and coding best practices
• Knowledge of options pricing theory (classic and modern pricing methods, portfolio replication and stochastic calculus) and options derivatives analysis
• Strong familiarity with advanced statistics, linear algebra, asset pricing models, and optimization techniques
• Ability to synthesize and present research analysis, recommendations, and implications of investment decisions to senior management, client-facing personnel, as well as clients

ABOUT GOLDMAN SACHS

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world.

We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.

We’re committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html

© The Goldman Sachs Group, Inc., 2026. All rights reserved. Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, colour, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.