Associate w/ Goldman Sachs & Co. LLC in New York, NY. Independently make markets for customers in US-listed common stocks. Hedge customer facilitation portfolio using Futures, Options, ETFs, and single stocks; develop effective hedges using detailed statistical analysis. Requires: Master’s degree (US or foreign equivalent) in Financial Engineering, Statistics, Operations Research, Computational Finance or Financial Mathematics. Two (2) years of experience in the job offered or a related quantitative finance role. Must have two (2) years of experience with: utilizing knowledge of financial market dynamics and economic developments in the US; database management and data manipulation using SQL, Python and Excel VBA or Bloomberg; utilizing statistical analysis programs including R, Matlab, and Excel; portfolio construction including factor analysis and optimization using R, Excel and Axioma; addressing the evolving dynamics of a large portfolio of trades and their hedges through trading; generating, presenting and defending trading ideas in systematic trading strategies to traders, trading desk heads, and strategists; and manipulating and transforming large data sets. Must have one (1) year of experience with: implementing and executing complex systematic trading strategies; and trading mechanisms and exchange microstructure specific to US stock market in order to execute large orders that outsize immediately available liquidity. Series 7, 63 and 55 licenses required. Job Code: SCT111518JZEQAT.