Cohn was recruited by Goldman Sachs in 1990 and became a partner at the firm in 1994. In 1996, he was named head of the commodities department, and in 2002, he was named the head of the Fixed Income, Currency and Commodities (FICC) division. In 2003, he was named co-head of Equities, and in January 2004, Cohn was named the co-head of global securities businesses. He became President and Co-Chief Operating Officer, and director in June 2006. While at Goldman Sachs, Cohn was also a member of the firm's Board of Directors and Chairman of the Firmwide Client and Business Standards Committee.