What We Do

Goldman Sachs’ Strats business unit is a world leader in developing quantitative models and technologies to solve complex business problems. Working within the firm’s trading, sales, banking and investment management divisions, strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities. 

Are you a highly analytical and innovative quantitative professional with a passion for the derivative pricing? Do you want to participate in the creation of the next generation of pricing and structuring library? 

We are looking for a Quant Researcher to join our Core Quant Strats team and help us change the way financial products are structured, priced and risk managed at Goldman Sachs. In this role, you’ll leverage your expertise in mathematics, statistics and programming to develop and implement advanced quantitative models that directly impact our trading strategies and financial decision making.

We Wear Different Hats

• Develop, implement and back test sophisticated mathematical models for the pricing, calibration and risk management of a wide range of financial derivatives.
• Conduct in-depth quant research on market vol dynamics, correlation structure to enhance existing models and identify new opportunities.
• Work closely with traders, portfolio managers and tech teams to integrate models into proprietary trading systems.
• Analyze large datasets to identify patterns and improve predictive power. 
• Impact our business by improving ability to serve clients and by directly reducing compute cost through more efficient algorithms.

Basic Qualification

• Bachelors/Masters in Mathematics or Computer Science (STEM) or similar subject.
• Strong quantitative skills in both probability and statistics.
• Strong programming skills, including a clear understanding of algorithms and data structures. 
• Strong interpersonal, communication and presentation skills, both written and verbal. 
• Comfortable managing multiple stakeholders, driving consensus and influencing outcomes. 

Preferred Qualification

• Experience with machine learning algorithms.
• Experience with derivative pricing and risk hedging using stochastic calculus
• Experience building tools and payoff languages used by traders and structurers.

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

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