Wassim Marrakchi

Wassim Marrakchi is a Quantitative Engineering Strategist at Goldman Sachs, where responsibilities include architecting time series models for closed-end funds and automating exit waterfall analyses in Asset & Wealth Management. Previous roles at Goldman Sachs also involved conducting CCAR stress tests for the alternatives portfolio and building automated risk reporting. Wassim has diverse research experience, having served as a Harvard Summer Undergraduate Research Village Fellow, investigating software transactional objects, and as a Radcliffe Research Partner, proposing frameworks to assess the impact of autonomous vehicles. Educational qualifications include a Master’s degree in Computer Science and a Bachelor’s degree in Computer Science, both from Harvard John A. Paulson School of Engineering and Applied Sciences.