Global Banking & Markets - Ficcs Core Quant Strats - Vice President - Bengaluru
Goldman Sachs · Bengaluru, Karnataka, India
- On site
- Full-time
- $150,000 / year
- Bengaluru, Karnataka, India
Job highlights
- Develop quantitative models for derivative pricing and risk.
- Conduct quant research on market dynamics.
- Collaborate with traders and portfolio managers.
- Analyze large datasets for patterns and insights.
- Enhance client service and reduce compute costs.
About the role
About the Role
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.
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.
What You'll Do
- Develop, implement, and backtest sophisticated mathematical models for the pricing, calibration, and risk management of a wide range of financial derivatives.
- Conduct in-depth quant research on market volatility dynamics and correlation structures 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 our ability to serve clients and by directly reducing compute cost through more efficient algorithms.
Basic Qualifications
- Bachelors/Masters in Mathematics, 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 Qualifications
- 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
© The Goldman Sachs Group, Inc., 2026. All rights reserved.
Goldman Sachs is an equal employment/affirmative action employer: Female/Minority/Disability/Veteran/Sexual Orientation/Gender Identity.
Key skills/competency
- Quantitative Researcher
- Derivative Pricing
- Risk Management
- Mathematical Modeling
- Stochastic Calculus
- Machine Learning
- Algorithm Development
- Data Analysis
- Financial Markets
- Programming
Skills & topics
- Quantitative Researcher
- Quant Strats
- Derivative Pricing
- Risk Management
- Mathematical Modeling
- Stochastic Calculus
- Machine Learning
- Quantitative Finance
- Algorithmic Trading
- Financial Modeling
- Goldman Sachs
- Bengaluru
- VP
How to get hired
- Tailor your resume: Highlight quantitative skills, programming proficiency, and relevant financial modeling experience.
- Showcase research: Emphasize any experience with derivative pricing, risk hedging, or machine learning algorithms.
- Prepare for technical interviews: Brush up on probability, statistics, algorithms, and data structures.
- Demonstrate collaboration: Be ready to discuss how you manage stakeholders and drive consensus.
Technical preparation
Behavioral questions
Frequently asked questions
- What are the key quantitative skills required for a Quantitative Researcher at Goldman Sachs?
- For the Quantitative Researcher role at Goldman Sachs, strong quantitative skills in probability and statistics are essential. This includes a solid understanding of mathematical modeling, algorithms, and data structures, as well as experience with derivative pricing and risk management concepts.
- What programming languages are typically used by the Core Quant Strats team at Goldman Sachs?
- While the job description doesn't specify exact languages, strong programming skills are a requirement. Typically, roles like this at financial institutions involve languages such as Python, C++, or Java for model implementation, data analysis, and integration into trading systems.
- What is the expected experience level for this Quantitative Researcher position?
- The role is listed as Vice President, suggesting a need for significant experience in quantitative research, model development, and implementation within the financial industry. Preferred qualifications mention experience with machine learning and derivative pricing.
- How does Goldman Sachs approach diversity and inclusion for Quantitative Researchers?
- Goldman Sachs is committed to fostering diversity and inclusion, believing it enhances performance. They offer numerous opportunities for professional and personal growth, including training, firmwide networks, and benefits, and are dedicated to providing reasonable accommodations for candidates with disabilities.
- What kind of collaboration can a Quantitative Researcher expect at Goldman Sachs?
- A Quantitative Researcher at Goldman Sachs will work closely with traders, portfolio managers, and technology teams. This collaborative environment is crucial for integrating models into trading systems and ensuring financial decisions are informed by quantitative insights.
- What are the 'preferred qualifications' for this Quantitative Researcher role at Goldman Sachs?
- Preferred qualifications include experience with machine learning algorithms, derivative pricing and risk hedging using stochastic calculus, and experience building tools and payoff languages utilized by traders and structurers.