Quantitative Strategist, Global Currency and Emerging Markets

What We Do

At Goldman Sachs, quantitative strategists are at the cutting edge of our businesses, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and sales, our strats provide invaluable quantitative perspectives on complex financial and technical challenges that power our business decisions.

Within our Global Banking & Markets business, our Global Currency and Emerging Markets (GCEM) team works closely with our trading desks to develop quantitative and technological techniques to solve complex business problems. Desk strats sit on trading floors and provide value for both internal and external clients through cutting-edge models, predictive analytics, and high-quality trading tools. We are a dynamic, entrepreneurial team with a passion for the markets, thriving in fast-paced, changing environments and energized by a bustling trading floor.

Who We Look For

We seek candidates with strong quantitative, programming, and communication skills, coupled with a keen interest in applying those skills in the financial markets. As a Quantitative Strategist on our GCEM trading desk, you’ll have the opportunity to apply your quantitative acumen towards solving complex problems and creating innovative solutions for our clients. Simultaneously, you’ll operate at the center of financial markets with ample opportunities to learn.

Your work will directly impact the firm's bottom line. Whether developing automatic pricing algorithms to help our trading desks make better decisions or building a pricing model product that assists clients in hedging risk, you'll create an immediate commercial impact for the firm.

Given our GCEM desk is a global cross-asset desk, you'll also gain exposure to a wide range of asset classes and risk factors, including Credit, FX, Rates, vanillas, options, and structured exotics. This role offers an invaluable opportunity to sharpen your skills across different domains and build a deep and broad foundation of product knowledge.

Responsibilities

Within this Quantitative Strategist role, you'll create value by providing effective and efficient solutions to our GCEM trading desk, covering one or multiple asset classes including Rates, FX, and Credit, from One Delta to Exotics products.

This Includes But Not Limited To:

• Conducting research and deploying machine learning models for trading.
• Developing and optimizing market making algorithms and systems.
• Pricing and hedging analysis for complex transactions.
• Developing and maintaining cutting-edge derivative pricing models.

Qualifications

• Advanced degree, preferably PhD, in a quantitative field such as Mathematics, Computer Science, Machine Learning, Physics, etc.
• Deep knowledge of cutting-edge machine learning models.
• Self-driven, quick learner, with a can-do attitude and results-oriented approach.
• Excellent written and verbal communication skills.
• Strong problem solving and analytical skills.
• Strong coding skills.
• 1-5 years of relevant experience is preferred.

Key skills/competency

• Quantitative Analysis
• Machine Learning
• Financial Modeling
• Algorithmic Trading
• Derivatives Pricing
• Risk Management
• Predictive Analytics
• Python
• C++
• Market Making